000 | 03122nam a22005895i 4500 | ||
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001 | 978-3-642-14660-2 | ||
003 | DE-He213 | ||
005 | 20140220083745.0 | ||
007 | cr nn 008mamaa | ||
008 | 101013s2011 gw | s |||| 0|eng d | ||
020 |
_a9783642146602 _9978-3-642-14660-2 |
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024 | 7 |
_a10.1007/978-3-642-14660-2 _2doi |
|
050 | 4 | _aHB135-147 | |
072 | 7 |
_aKF _2bicssc |
|
072 | 7 |
_aMAT003000 _2bisacsh |
|
072 | 7 |
_aBUS027000 _2bisacsh |
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082 | 0 | 4 |
_a519 _223 |
100 | 1 |
_aCousin, Areski. _eauthor. |
|
245 | 1 | 0 |
_aParis-Princeton Lectures on Mathematical Finance 2010 _h[electronic resource] / _cby Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2011. |
|
300 |
_aX, 359p. 45 illus. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
||
337 |
_acomputer _bc _2rdamedia |
||
338 |
_aonline resource _bcr _2rdacarrier |
||
347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2003 |
|
505 | 0 | _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. | |
520 | _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. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aFinance. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
650 | 2 | 4 | _aGame Theory, Economics, Social and Behav. Sciences. |
700 | 1 |
_aCrépey, Stéphane. _eauthor. |
|
700 | 1 |
_aGuéant, Olivier. _eauthor. |
|
700 | 1 |
_aHobson, David. _eauthor. |
|
700 | 1 |
_aJeanblanc, Monique. _eauthor. |
|
700 | 1 |
_aLasry, Jean-Michel. _eauthor. |
|
700 | 1 |
_aLaurent, Jean-Paul. _eauthor. |
|
700 | 1 |
_aLions, Pierre-Louis. _eauthor. |
|
700 | 1 |
_aTankov, Peter. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642146596 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2003 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-14660-2 |
912 | _aZDB-2-SMA | ||
912 | _aZDB-2-LNM | ||
999 |
_c106971 _d106971 |