Paris-Princeton lectures on mathematical finance 2010
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 refer...
Kaydedildi:
| Asıl Yazarlar: | , , , , , , , , |
|---|---|
| Müşterek Yazar: | |
| Diğer Yazarlar: | , , |
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edisyon: | 1st ed. 2011. |
| Seri Bilgileri: | Lecture Notes in Mathematics
2003 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Paris-Princeton lectures on mathematical finance 2010, Areski Cousin, Stéphane Crépey, Olivier Guéant,... [et al.], 2011, Berlin, Springer, 1 vol. (X-359 p.), Lecture notes in mathematics, 978-3-642-14659-6 |
İçindekiler:
- 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