Cargando…
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , , , , , , |
| Autor Corporativo: | |
| Otros Autores: | , , , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
|
| Edición: | 1st ed. 2011. |
| Colección: | Lecture Notes in Mathematics,
2003 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-14660-2 | ||
| 003 | DE-He213 | ||
| 005 | 20220116164222.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 101013s2011 gw | s |||| 0|eng d | ||
| 020 | |a 9783642146602 |9 978-3-642-14660-2 | ||
| 024 | 7 | |a 10.1007/978-3-642-14660-2 |2 doi | |
| 050 | 4 | |a H61.25 | |
| 072 | 7 | |a PBW |2 bicssc | |
| 072 | 7 | |a K |2 bicssc | |
| 072 | 7 | |a MAT003000 |2 bisacsh | |
| 072 | 7 | |a PBW |2 thema | |
| 072 | 7 | |a K |2 thema | |
| 082 | 0 | 4 | |a 519 |2 23 |
| 100 | 1 | |a Cousin, Areski. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Paris-Princeton Lectures on Mathematical Finance 2010 |h [electronic resource] / |c by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov ; edited by René Carmona, Erhan Çınlar, Ivar Ekeland, Elyès Jouini, Jose A. Scheinkman, Nizar Touzi. |
| 250 | |a 1st ed. 2011. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2011. | |
| 300 | |a X, 366 p. 45 illus. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 2003 | |
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Game theory. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Game Theory. |
| 700 | 1 | |a Crépey, Stéphane. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Guéant, Olivier. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Hobson, David. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Jeanblanc, Monique. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Lasry, Jean-Michel. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Laurent, Jean-Paul. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Lions, Pierre-Louis. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Tankov, Peter. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Carmona, René. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Çınlar, Erhan. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Ekeland, Ivar. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Jouini, Elyès. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Scheinkman, Jose A. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Touzi, Nizar. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642146596 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642146619 |
| 830 | 0 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 2003 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-642-14660-2 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 912 | |a ZDB-2-LNM | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||