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
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.
