Paris-Princeton Lectures on Mathematical Finance 2004 / by René A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin.
Tipo de material:
TextoSeries Lecture Notes in Mathematics ; 1919Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007Descripción: recurso en líneaTipo de contenido: - texto
- computadora
- recurso en línea
- 9783540733270
- HB135-147
Springer eBooks
HJM: 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.
The 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.
Para consulta fuera de la UANL se requiere clave de acceso remoto.