Format:
Online-Ressource (X, 359p. 45 illus, digital)
ISBN:
9783642146602
Series Statement:
Lecture Notes in Mathematics 2003
Content:
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
Content:
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
Note:
Includes bibliographical references
Additional Edition:
ISBN 9783642146596
Additional Edition:
Buchausg. u.d.T. Paris-Princeton lectures on mathematical finance ; 2010 Berlin : Springer, 2011 ISBN 9783642146596
Additional Edition:
Erscheint auch als Druck-Ausgabe Paris-Princeton lectures on mathematical finance ; 4.2010 Berlin [u.a.] : Springer, 2011 ISBN 9783642146596
Language:
English
Subjects:
Mathematics
Keywords:
Finanzmathematik
;
Aufsatzsammlung
DOI:
10.1007/978-3-642-14660-2
URL:
Volltext
(lizenzpflichtig)
Author information:
Lions, Pierre-Louis 1956-
