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  • © 2007

Paris-Princeton Lectures on Mathematical Finance 2004

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1919)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-viii
  2. Optimal Bond Portfolios

    • Ivar Ekeland, Erik Taflin
    Pages 51-102
  3. Models for Insider Trading with Finite Utility

    • Arturo Kohatsu-Higa
    Pages 103-171
  4. Large Investor Trading Impacts on Volatility

    • Pierre-Louis Lions, Jean-Michel Lasry
    Pages 173-190
  5. Back Matter

    Pages 245-249

About this book

The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Hyuên Pham.

Keywords

  • deviations in finance and insurance
  • dynamic models
  • equity markets
  • finance
  • insider Trading
  • insurance
  • mathematical finance
  • mathematics
  • volatility
  • quantitative finance

Authors and Affiliations

  • Department of Operations Research and Financial Engineering, Princeton University, Princeton, USA

    René A. Carmona

  • Department of Mathematics, University of British Columbia, Canada

    Ivar Ekeland

  • Graduate School of Engineering Sciences, Osaka University, Japan

    Arturo Kohatsu-Higa

  • CALYON, France

    Jean-Michel Lasry

  • Collège de France, Paris, France

    Pierre-Louis Lions

  • Université Paris 7 and Institut Universitaire de France, Paris, France

    Huyên Pham

  • EISTI, Ecole Internationale des Sciences du Traitement de l'Information, France

    Erik Taflin

Bibliographic Information

Buying options

eBook USD 39.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions