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020 _a9783642146602
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024 7 _a10.1007/978-3-642-14660-2
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aKF
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082 0 4 _a519
_223
100 1 _aCousin, Areski.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2010
_h[electronic resource] /
_cby Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2011.
300 _aX, 366 p. 45 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2003
505 0 _aHedging 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.
520 _aThe 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.
650 0 _aFinance.
650 0 _aDistribution (Probability theory.
650 0 _aMathematics.
650 1 4 _aQuantitative Finance.
_0http://scigraph.springernature.com/things/product-market-codes/M13062
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
700 1 _aCrépey, Stéphane.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aGuéant, Olivier.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aHobson, David.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aJeanblanc, Monique.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aLasry, Jean-Michel.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aLaurent, Jean-Paul.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aLions, Pierre-Louis.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aTankov, Peter.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642146596
776 0 8 _iPrinted edition:
_z9783642146619
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2003
856 4 0 _uhttps://doi.org/10.1007/978-3-642-14660-2
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c9300
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