Pub. Date:
Springer Berlin Heidelberg
Paris-Princeton Lectures on Mathematical Finance 2004 / Edition 1

Paris-Princeton Lectures on Mathematical Finance 2004 / Edition 1


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This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

Product Details

ISBN-13: 9783540733263
Publisher: Springer Berlin Heidelberg
Publication date: 10/24/2007
Series: Lecture Notes in Mathematics , #1919
Edition description: 2007
Pages: 248
Product dimensions: 6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

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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