/LC.GIF&client=easterncarolinaedu)
Paris-Princeton Lectures on Mathematical Finance 2010 / Areski Cousin ... [et. al.] ; editors, Rene A. Carmona ... [et. al.].
| Author/creator | Paris-Princeton Lectures on Mathematical Finance |
| Other author | Cousin, Areski. |
| Other author | Carmona, R. (René) |
| Format | Electronic |
| Publication Info | Heidelberg ; New York : Springer Verlag, |
| Description | x, 359 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2011 English International |
| Subjects |
| Series | Lecture notes in mathematics, 0075-8434 ; 2003 |
| Contents | Hedging CDO tranches in a Markovian environment / Areski Cousin, Monique Jeanblanc, and Jean-Paul Laurent -- About the pricing equations in finance / Stéphane Crépey -- Mean field games and applications / Olivier Guéant, Jean-Michel Lasry, and Pierre-Louis Lions -- The Skorokhod embedding problem and model-independent bounds for option prices / David Hobson -- Pricing and hedging in exponential Lévy models : review of recent results / Peter Tankov. |
| General note | "This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2010936197 |
| ISBN | 9783642146596 (pbk. : alk. paper) |
| ISBN | 3642146597 (pbk. : alk. paper) |
| ISBN | 9783642146602 (e-ISBN) |
| ISBN | 3642146600 (e-ISBN) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |