Paris-Princeton Lectures on Mathematical Finance 2010

• Κύριοι συγγραφείς: Cousin, Areski (Συγγραφέας), Crépey, Stéphane (Συγγραφέας), Guéant, Olivier (Συγγραφέας), Hobson, David (Συγγραφέας), Jeanblanc, Monique (Συγγραφέας), Lasry, Jean-Michel (Συγγραφέας), Laurent, Jean-Paul (Συγγραφέας), Lions, Pierre-Louis (Συγγραφέας), Tankov, Peter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Σειρά: Lecture Notes in Mathematics, 2003
• Θέματα: Mathematics.; Game theory.; Economics, Mathematical.; Probabilities.; Quantitative Finance.; Probability Theory and Stochastic Processes.; Game Theory, Economics, Social and Behav. Sciences.

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 refer...

Πίνακας περιεχομένων:

• 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.