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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. |
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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 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783540733270 |
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EB00235980 |
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