rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Paris-Princeton Lectures on Mathematical Finance 2010
  name:
    name part: Cousin, Areski.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Crépey, Stéphane.
    role:
      role term: author.
  name:
    name part: Guéant, Olivier.
    role:
      role term: author.
  name:
    name part: Hobson, David.
    role:
      role term: author.
  name:
    name part: Jeanblanc, Monique.
    role:
      role term: author.
  name:
    name part: Lasry, Jean-Michel.
    role:
      role term: author.
  name:
    name part: Laurent, Jean-Paul.
    role:
      role term: author.
  name:
    name part: Lions, Pierre-Louis.
    role:
      role term: author.
  name:
    name part: Tankov, Peter.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2011
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 366 p. 45 illus. online resource.
  abstract: 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.
  table of contents: 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.
  note: by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov.
  subject:
    topic: Mathematics
  subject:
    topic: Game theory
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Game Theory, Economics, Social and Behav. Sciences
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Mathematics, 2003
  identifier: 9783642146602
  identifier: http://dx.doi.org/10.1007/978-3-642-14660-2
  record info:
    record creation date: 101013
    record change date: 20151123191846.0
    record identifier: 978-3-642-14660-2