Paris-Princeton Lectures on Mathematical Finance 2010
(Sprache: Englisch)
This fourth volume in the series presents cutting-edge research in self-contained, expository articles from specialists including Stéphane Crépey, Areski Cousin, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent and others.
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This fourth volume in the series presents cutting-edge research in self-contained, expository articles from specialists including Stéphane Crépey, Areski Cousin, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent and others.
Klappentext zu „Paris-Princeton Lectures on Mathematical Finance 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.
Inhaltsverzeichnis zu „Paris-Princeton Lectures on Mathematical Finance 2010 “
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
Bibliographische Angaben
- Autoren: Areski Cousin , Stéphane Crépey , Olivier Guéant
- 2010, 2011, X, 366 Seiten, Masse: 15,7 x 23,3 cm, Kartoniert (TB), Englisch
- Herausgegeben: René Carmona, Erhan Çinlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi
- Verlag: Springer, Berlin
- ISBN-10: 3642146597
- ISBN-13: 9783642146596
- Erscheinungsdatum: 15.06.2011
Sprache:
Englisch
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