Coverart for item
The Resource Paris-Princeton Lectures on Mathematical Finance 2004, René A. Carmona ... [and others] ; editorial committee, R.A. Carmona ... [and others]

Paris-Princeton Lectures on Mathematical Finance 2004, René A. Carmona ... [and others] ; editorial committee, R.A. Carmona ... [and others]

Label
Paris-Princeton Lectures on Mathematical Finance 2004
Title
Paris-Princeton Lectures on Mathematical Finance 2004
Statement of responsibility
René A. Carmona ... [and others] ; editorial committee, R.A. Carmona ... [and others]
Contributor
Subject
Genre
Language
eng
Member of
Cataloging source
IT-FiEUI
Dewey number
650.01513
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
2004
http://library.link/vocab/relatedWorkOrContributorName
  • Carmona, R.
  • Paris-Princeton Lectures on Mathematical Finance
Series statement
Lecture notes in mathematics,
Series volume
1919
http://library.link/vocab/subjectName
Business mathematics
Label
Paris-Princeton Lectures on Mathematical Finance 2004, René A. Carmona ... [and others] ; editorial committee, R.A. Carmona ... [and others]
Instantiates
Publication
Note
"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb13868378
Dimensions
24 cm.
Extent
x, 244 pages
Isbn
9783540733270
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)171112225
Label
Paris-Princeton Lectures on Mathematical Finance 2004, René A. Carmona ... [and others] ; editorial committee, R.A. Carmona ... [and others]
Publication
Note
"This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb13868378
Dimensions
24 cm.
Extent
x, 244 pages
Isbn
9783540733270
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)171112225

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