| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNISA996466525003316 |
|
|
Autore |
Cousin Areski |
|
|
Titolo |
Paris-Princeton Lectures on Mathematical Finance 2010 [[electronic resource] /] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2011 |
|
|
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Edizione |
[1st ed. 2011.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (X, 366 p. 45 illus.) |
|
|
|
|
|
|
Collana |
|
Lecture Notes in Mathematics, , 0075-8434 ; ; 2003 |
|
|
|
|
|
|
Classificazione |
|
91B2891B7060G4949J5560H0790C46 |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Economics, Mathematical |
Probabilities |
Game theory |
Quantitative Finance |
Probability Theory and Stochastic Processes |
Game Theory, Economics, Social and Behav. Sciences |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Bibliographic Level Mode of Issuance: Monograph |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references. |
|
|
|
|
|
|
Nota di contenuto |
|
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. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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. |
|
|
|
|
|
| |