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Paris-Princeton Lectures on Mathematical Finance 2004

Lecture Notes in Mathematics 1919

Carmona, René/Ekeland, Ivar/Lasry, Jean-Michel et al
Erschienen am 01.10.2007, 1. Auflage 2007
53,49 €
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In den Warenkorb
Bibliografische Daten
ISBN/EAN: 9783540733263
Sprache: Englisch
Umfang: x, 248 S.
Format (T/L/B): 1.5 x 23.7 x 15.6 cm
Einband: kartoniertes Buch

Beschreibung

InhaltsangabeHJM: 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.

Inhalt

R. Carmona: HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets.- I. Ekeland, Erik Taflin: Optimal Bond Portfolios.- A. Kohatsu-Higa: Models for Insider Trading with Finite Utility.- P.-L. Lions, J.-M. Lasry: Large Investor Trading Impacts on Volatility.- H. Pham: Some Applications and Methods of Large Deviations in Finance and Insurance.

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