LEADER 04838nam 22008055 450 001 996466525003316 005 20240403170219.0 010 $a3-642-14660-0 024 7 $a10.1007/978-3-642-14660-2 035 $a(CKB)2550000000020034 035 $a(SSID)ssj0000450055 035 $a(PQKBManifestationID)11295869 035 $a(PQKBTitleCode)TC0000450055 035 $a(PQKBWorkID)10453196 035 $a(PQKB)10180326 035 $a(DE-He213)978-3-642-14660-2 035 $a(MiAaPQ)EBC3065943 035 $a(PPN)149034377 035 $a(EXLCZ)992550000000020034 100 $a20101013d2011 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aParis-Princeton Lectures on Mathematical Finance 2010$b[electronic resource] /$fby 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 Ç?nlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi 205 $a1st ed. 2011. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2011. 215 $a1 online resource (X, 366 p. 45 illus.) 225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v2003 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,$x0075-8434 ;$v2003 606 $aEconomics, Mathematical  606 $aProbabilities 606 $aGame theory 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aGame Theory, Economics, Social and Behav. Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13011 615 0$aEconomics, Mathematical . 615 0$aProbabilities. 615 0$aGame theory. 615 14$aQuantitative Finance. 615 24$aProbability Theory and Stochastic Processes. 615 24$aGame Theory, Economics, Social and Behav. Sciences. 676 $a332.0151 686 $a91B28$a91B70$a60G49$a49J55$a60H07$a90C46$2msc 700 $aCousin$b Areski$4aut$4http://id.loc.gov/vocabulary/relators/aut$0478949 702 $aCrépey$b Stéphane$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aGuéant$b Olivier$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aHobson$b David$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aJeanblanc$b Monique$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aLasry$b Jean-Michel$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aLaurent$b Jean-Paul$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aLions$b Pierre-Louis$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aTankov$b Peter$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aCarmona$b René$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aÇ?nlar$b Erhan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aEkeland$b I$g(Ivar),$f1944-$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aJouini$b E$g(Elye?s),$f1965-.$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aScheinkman$b Jose A$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aTouzi$b Nizar$4edt$4http://id.loc.gov/vocabulary/relators/edt 712 12$aParis-Princeton Lectures on Mathematical Finance 906 $aBOOK 912 $a996466525003316 996 $aParis-Princeton lectures on mathematical finance 2010$9261763 997 $aUNISA