Paris-Princeton Lectures on Mathematical Finance 2004 / Carmona R.A. et al. - Berlin: Springer, 2007. - 244 p. - (Lecture notes in mathematics; Vol. 1919). - ISBN 3540733264; ISBN 9783540733263  Место хранения:   013 | Институт математики СО РАН | Новосибирск | Библиотека

Оглавление / Contents

HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets René A. Carmona .............................................. 1 Optimal Bond Portfolios Ivar Ekeland and Erik Taflin ............................... 51 Models for Insider Trading with Finite Utility Arturo Kohatsu-Higa ........................................ 103 Large Investor Trading Impacts on Volatility Pierre-Louis Lions and Jean-Michel Lasry ................... 173 Some Applications and Methods of Large Deviations in Finance and Insurance Huyên Pham ................................................. 191