Paris-Princeton Lectures on Mathematical Finance 2004 / René A. Carmona ... [et al.] ; editorial committee, R.A. Carmona ... [et al.].

• Material Type: 図書
• ISBN: 9783540733263 (pbk.)
• ISSN (series): 0075-8434
• Title: Paris-Princeton Lectures on Mathematical Finance 2004 / René A. Carmona ... [et al.] ; editorial committee, R.A. Carmona ... [et al.].
• Series Title: Lecture notes in mathematics ; 1919
• Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 1919.
• Author Heading: Paris-Princeton Lectures on Mathematical Finance (2004); Carmona, R. (René)
• Publication, Distribution, etc.: Berlin : Springer
• Publication Date: c2007.
• Publication Date (W3CDTF): 2007
• Extent: x, 244 p. : ill. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: Business mathematics -- Congresses.; Mathématiques financières -- Congrès.
• LCC: HF5691
• NDLC: MA34
• Note (General): "This is the third volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.; Related URL: http: //www.springerlink.com/openurl.asp?genre=issue&issn=0075-8434&volume=1919.
• Note (Bibliography): Includes bibliographical references.
• Holding library: 国立国会図書館
• Call No.: MA34-B10
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000009140703; http://id.ndl.go.jp/bib/000009140703
• LC Control Number: 2007930225; https://lccn.loc.gov/2007930225
• OCLC No.: 171112225; https://www.worldcat.org/oclc/171112225
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: HJM: a unified approach to dynamic models for fixed income, credit and equity markets / René A. CarmonaOptimal bond portfolios / Ivar Ekeland, Erik Ta...