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03165nam a22006015i 4500 |
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978-3-642-14660-2 |
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DE-He213 |
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20151123191846.0 |
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|a 9783642146602
|9 978-3-642-14660-2
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|a 10.1007/978-3-642-14660-2
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|a Cousin, Areski.
|e author.
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|a Paris-Princeton Lectures on Mathematical Finance 2010
|h [electronic resource] /
|c by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg,
|c 2011.
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|a X, 366 p. 45 illus.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|a online resource
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|a text file
|b PDF
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 2003
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|a Hedging CDO Tranches in a Markovian Environment -- About the Pricing Equations in Finance -- Mean Field Games and Applications -- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices -- Pricing and Hedging in Exponential Lévy Models: Review of Recent Results.
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|a The Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stéphane Crépey, Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov.
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|a Mathematics.
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|a Game theory.
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|a Economics, Mathematical.
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|a Probabilities.
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|a Mathematics.
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|a Quantitative Finance.
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|a Probability Theory and Stochastic Processes.
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|a Game Theory, Economics, Social and Behav. Sciences.
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|a Crépey, Stéphane.
|e author.
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|a Guéant, Olivier.
|e author.
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|a Hobson, David.
|e author.
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|a Jeanblanc, Monique.
|e author.
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|a Lasry, Jean-Michel.
|e author.
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| 700 |
1 |
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|a Laurent, Jean-Paul.
|e author.
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| 700 |
1 |
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|a Lions, Pierre-Louis.
|e author.
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| 700 |
1 |
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|a Tankov, Peter.
|e author.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783642146596
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| 830 |
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|a Lecture Notes in Mathematics,
|x 0075-8434 ;
|v 2003
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|u http://dx.doi.org/10.1007/978-3-642-14660-2
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a ZDB-2-LNM
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|a Mathematics and Statistics (Springer-11649)
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