04838nam 22008055 450 99646652500331620240403170219.03-642-14660-010.1007/978-3-642-14660-2(CKB)2550000000020034(SSID)ssj0000450055(PQKBManifestationID)11295869(PQKBTitleCode)TC0000450055(PQKBWorkID)10453196(PQKB)10180326(DE-He213)978-3-642-14660-2(MiAaPQ)EBC3065943(PPN)149034377(EXLCZ)99255000000002003420101013d2011 u| 0engurnn#008mamaatxtccrParis-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 Touzi1st ed. 2011.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2011.1 online resource (X, 366 p. 45 illus.)Lecture Notes in Mathematics,0075-8434 ;2003Bibliographic Level Mode of Issuance: Monograph3-642-14659-7 Includes bibliographical references.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.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.Lecture Notes in Mathematics,0075-8434 ;2003Economics, Mathematical ProbabilitiesGame theoryQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Game Theory, Economics, Social and Behav. Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13011Economics, Mathematical .Probabilities.Game theory.Quantitative Finance.Probability Theory and Stochastic Processes.Game Theory, Economics, Social and Behav. Sciences.332.015191B2891B7060G4949J5560H0790C46mscCousin Areskiauthttp://id.loc.gov/vocabulary/relators/aut478949Crépey Stéphaneauthttp://id.loc.gov/vocabulary/relators/autGuéant Olivierauthttp://id.loc.gov/vocabulary/relators/autHobson Davidauthttp://id.loc.gov/vocabulary/relators/autJeanblanc Moniqueauthttp://id.loc.gov/vocabulary/relators/autLasry Jean-Michelauthttp://id.loc.gov/vocabulary/relators/autLaurent Jean-Paulauthttp://id.loc.gov/vocabulary/relators/autLions Pierre-Louisauthttp://id.loc.gov/vocabulary/relators/autTankov Peterauthttp://id.loc.gov/vocabulary/relators/autCarmona Renéedthttp://id.loc.gov/vocabulary/relators/edtÇınlar Erhanedthttp://id.loc.gov/vocabulary/relators/edtEkeland I(Ivar),1944-edthttp://id.loc.gov/vocabulary/relators/edtJouini E(Elyès),1965-.edthttp://id.loc.gov/vocabulary/relators/edtScheinkman Jose Aedthttp://id.loc.gov/vocabulary/relators/edtTouzi Nizaredthttp://id.loc.gov/vocabulary/relators/edtParis-Princeton Lectures on Mathematical FinanceBOOK996466525003316Paris-Princeton lectures on mathematical finance 2010261763UNISA