Paris-Princeton lectures on mathematical finance ; 3.2004
| Year of publication: |
2007
|
|---|---|
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [deposit.dnb.de] ; Description [loc.gov] |
| Extent: | X, 244 S. 235 mm x 155 mm |
|---|---|
| Series: | Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 3.2004 Lecture notes in mathematics : a collection of informal reports and seminars. - Berlin : Springer, ISSN 0075-8434, ZDB-ID 517955-5. - Vol. 1919 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung |
| Language: | English |
| Notes: | Literaturangaben HJM: a unified approach to dynamic models for fixed income, credit and equity markets / René 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 / Huyên Pham |
| ISBN: | 978-3-540-73326-3 ; 3-540-73326-4 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009349850