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100   $a20101026d2011      uy         0
101 0 $aeng
135   $aurnn#008mamaa
181   $ctxt
182   $cc
183   $acr
200 00$aParis-Princeton lectures on mathematical finance 2010 /$feditors, Rene A. Carmona ... [et al.]
205   $a1st ed. 2011.
210   $aBerlin ;$aHeidelberg $cSpringer$d2011
215   $a1 online resource (X, 366 p. 45 illus.)
225 1 $aLecture notes in mathematics,$x0075-8434 ;$vv. 2003
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a3-642-14659-7 
320   $aIncludes bibliographical references.
327   $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.
330   $aThe Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stéphane Crépey, Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov.
410  0$aLecture notes in mathematics (Springer-Verlag) ;$v2003.
606   $aFinance$xStudy and teaching
615  0$aFinance$xStudy and teaching.
676   $a332.0151
686   $a91B28$a91B70$a60G49$a49J55$a60H07$a90C46$2msc
701   $aCarmona$b Rene A$0149642
712 12$aParis-Princeton Lectures on Mathematical Finance
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801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910483265103321
996   $aParis-Princeton lectures on mathematical finance 2010$94204703
997   $aUNINA