---

＜電子ブック＞
Paris-Princeton Lectures on Mathematical Finance 2004 / 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
(Lecture Notes in Mathematics. ISSN:16179692 ; 1919)

版	1st ed. 2007.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2007
本文言語	英語
大きさ	X, 248 p : online resource
著者標目	*Carmona, René author Ekeland, Ivar author Lasry, Jean-Michel author Lions, Pierre-Louis author Pham, Huyên author Taflin, Erik author Carmona, René editor Çınlar, Erhan editor Ekeland, Ivar editor Jouini, Elyès editor Scheinkman, Jose A editor Touzi, Nizar editor SpringerLink (Online service)
件　名	LCSH:Social sciences -- Mathematics  全ての件名で検索 LCSH:Game theory LCSH:Probabilities FREE:Mathematics in Business, Economics and Finance FREE:Game Theory FREE:Probability Theory
一般注記	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 HTTP:URL=https://doi.org/10.1007/978-3-540-73327-0

 類似資料