000 | 03503nam a22005655i 4500 | ||
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001 | 978-3-540-73327-0 | ||
003 | DE-He213 | ||
005 | 20190213151143.0 | ||
007 | cr nn 008mamaa | ||
008 | 100301s2007 gw | s |||| 0|eng d | ||
020 |
_a9783540733270 _9978-3-540-73327-0 |
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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. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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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 | ||
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