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|a 9783540733270
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| 100 |
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|a Carmona, René
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| 245 |
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|a Paris-Princeton Lectures on Mathematical Finance 2004
|h Elektronische Ressource
|c by René Carmona, Ivar Ekeland, Jean-Michel Lasry, Pierre-Louis Lions, Huyên Pham, Erik Taflin ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
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| 250 |
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|a 1st ed. 2007
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 2007, 2007
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| 300 |
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|a X, 248 p
|b online resource
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| 505 |
0 |
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|a 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
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| 653 |
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|a Mathematics in Business, Economics and Finance
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| 653 |
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|a Game Theory
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| 653 |
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|a Probability Theory
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| 653 |
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|a Game theory
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| 653 |
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|a Social sciences / Mathematics
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| 653 |
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|a Probabilities
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| 700 |
1 |
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|a Ekeland, Ivar
|e [author]
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| 700 |
1 |
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|a Lasry, Jean-Michel
|e [author]
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| 700 |
1 |
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|a Lions, Pierre-Louis
|e [author]
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b Springer
|a Springer eBooks 2005-
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| 490 |
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|a Lecture Notes in Mathematics
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| 028 |
5 |
0 |
|a 10.1007/978-3-540-73327-0
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| 856 |
4 |
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|u https://doi.org/10.1007/978-3-540-73327-0?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
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|a 519
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| 520 |
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|a 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
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