عنوان
پدید آورنده
موضوع
رده
HF 5691 .P25 2004
HF
5691
.
P25
2004
کتابخانه
محل استقرار
OTHER STANDARD IDENTIFIER
Standard Number
1971-73
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Paris-Princeton Lectures on Mathematical Finance )4002(
Title Proper
Paris-Princeton Lectures on Mathematical Finance 2004
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Berlin ; New York
Name of Publisher, Distributor, etc.
Springer
Date of Publication, Distribution, etc.
c2007
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
x, 244 p. , ill. , 24 cm.
SERIES
Series Title
Lecture notes in mathematics, 5700-4348 ; 9191
GENERAL NOTES
Text of Note
"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.
Text of Note
Includes bibliographical references.
CONTENTS NOTE
Text of Note
HJM: a unified approach to dynamic models for fixed income, credit and equity markets / RenoAuooAش A. Carmona -- Optimal bond portfolios / Ivar Ekeland, Erik Taflin -- Models for insider trading with finite utility / Arturo Kohatsu-Higa -- Large investor trading impacts on volatility / Pierre-Louis Lions, Jean-Michel Lasry -- Some applications and methods of large deviations in finance and insurance / HuyoAuo A n Pham.
TOPICAL NAME USED AS SUBJECT
Entry Element
، Business mathematics , Congresses
Entry Element
، MathoAuooAشmatiques financioAuooAسres , CongroAuooAسs
Entry Element
، Electronic books
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HF
5691
.
P25
2004
PERSONAL NAME - PRIMARY RESPONSIBILITY
Relator Code
AU
Entry Element
RenoAuooAش A. Carmona ... ]et al.[ ; editorial committee, R.A. Carmona ... ]et al.[
AU (شAoouAoneR) .R ,anomraC
TI
LOCATION AND CALL NUMBER
Shelving Form of Title, Author, Author/Title
لاه دیجیتانابخکت
