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020 _a9783540733270
_9978-3-540-73327-0
024 7 _a10.1007/978-3-540-73327-0
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aKF
_2thema
082 0 4 _a519
_223
100 1 _aCarmona, René A.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2004
_h[electronic resource] /
_cby René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2007.
300 _aX, 248 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1919
505 0 _aHJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets -- Optimal Bond Portfolios -- Models for Insider Trading with Finite Utility -- Large Investor Trading Impacts on Volatility -- Some Applications and Methods of Large Deviations in Finance and Insurance.
520 _aThe Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.
650 0 _aFinance.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory.
650 1 4 _aQuantitative Finance.
_0http://scigraph.springernature.com/things/product-market-codes/M13062
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
700 1 _aEkeland, Ivar.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aKohatsu-Higa, Arturo.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aLasry, Jean-Michel.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aLions, Pierre-Louis.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aPham, Huyên.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aTaflin, Erik.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540840121
776 0 8 _iPrinted edition:
_z9783540733263
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1919
856 4 0 _uhttps://doi.org/10.1007/978-3-540-73327-0
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c9702
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