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Paris-Princeton Lectures on Mathematical Finance 2010 de Areski Cousin

Paris-Princeton Lectures on Mathematical Finance 2010: Lecture Notes in Mathematics, cartea 2003

Autor Areski Cousin Editat de René Carmona Autor Stéphane Crépey Editat de Erhan Çınlar Autor Olivier Guéant Editat de Ivar Ekeland Autor David Hobson Editat de Elyès Jouini Autor Monique Jeanblanc Editat de Jose A. Scheinkman Autor Jean-Michel Lasry Editat de Nizar Touzi Autor Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov
en Limba Engleză Paperback – 14 oct 2010
The Paris-Princeton Lectures in Financial Mathematics, 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 five articles by:1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
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Specificații

ISBN-13: 9783642146596
ISBN-10: 3642146597
Pagini: 288
Ilustrații: X, 366 p. 45 illus.
Dimensiuni: 155 x 235 x 28 mm
Greutate: 0.53 kg
Ediția:2011
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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

Textul de pe ultima copertă

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.

Caracteristici

Includes supplementary material: sn.pub/extras