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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin|Stéphane Crépey|Olivier Guéant|David Hobson|Monique Jeanblanc|Jean-Michel Lasry|Jean-Paul Laurent|Pierre-Louis Lions|Peter Tankov
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Areski Cousin|Stéphane Crépey|Olivier Guéant|David Hobson|Monique Jeanblanc|Jean-Michel Lasry|Jean-Paul Laurent|Pierre-Louis Lions|Peter Tankov:

Paris-Princeton Lectures on Mathematical Finance 2010 - Paperback

2010, ISBN: 3642146597

[EAN: 9783642146596], Neubuch, [PU: Springer Berlin Heidelberg], FINANZMATHEMATIK MATHEMATIK SPIELTHEORIE WAHRSCHEINLICHKEIT - WAHRSCHEINLICHKEITSTHEORIE RECHNUNGSWESEN WIRTSCHAFT FINANZE… More...

NEW BOOK. Shipping costs:Versandkostenfrei. (EUR 0.00) moluna, Greven, Germany [73551232] [Rating: 4 (von 5)]
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Paris-Princeton Lectures on Mathematical Finance 2010
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Paris-Princeton Lectures on Mathematical Finance 2010 - new book

2010, ISBN: 9783642146596

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialist… More...

Nr. 978-3-642-14659-6. Shipping costs:Worldwide free shipping, , DE. (EUR 0.00)
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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin Stéphane Crépey Olivier Guéant David Hobson Monique Jeanblanc Jean-Michel Lasry Jean-Paul Laurent Pierre-Louis Lions Peter Tankov
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Areski Cousin Stéphane Crépey Olivier Guéant David Hobson Monique Jeanblanc Jean-Michel Lasry Jean-Paul Laurent Pierre-Louis Lions Peter Tankov:
Paris-Princeton Lectures on Mathematical Finance 2010 - First edition

2010

ISBN: 9783642146596

Paperback

[ED: Kartoniert / Broschiert], [PU: Springer Berlin Heidelberg], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The fourth volume in the … More...

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Paris-Princeton Lectures on Mathematical Finance 2010. - Cousin, Areski et al.
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Cousin, Areski et al.:
Paris-Princeton Lectures on Mathematical Finance 2010. - Paperback

2011, ISBN: 3642146597

[EAN: 9783642146596], [PU: Berlin, Heidelberg, Springer Berlin Heidelberg.], X, 359p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher M… More...

Shipping costs: EUR 3.00 Antiquariat im Hufelandhaus GmbH vormals Lange & Springer, Berlin, Germany [2726420] [Rating: 5 (von 5)]
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Paris-Princeton Lectures on Mathematical Finance 2010 - René Carmona; Areski Cousin; Stéphane Crépey; Erhan Ç?nlar; Olivier Guéant; Ivar Ekeland; Elyès Jouini; David Hobson; Jose A. Scheinkman; Monique Jeanblanc; Jean-Michel Lasry; Nizar Touzi; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov
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René Carmona; Areski Cousin; Stéphane Crépey; Erhan Ç?nlar; Olivier Guéant; Ivar Ekeland; Elyès Jouini; David Hobson; Jose A. Scheinkman; Monique Jeanblanc; Jean-Michel Lasry; Nizar Touzi; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov:
Paris-Princeton Lectures on Mathematical Finance 2010 - First edition

2010, ISBN: 9783642146596

Paperback

Buch, Softcover, 1st ed. 2011, Corr. 2nd printing 2011, [PU: Springer Berlin], Springer Berlin, 2010

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Details of the book
Paris-Princeton Lectures on Mathematical Finance 2010
Author:
Title:
ISBN:

9783642146596


The Paris-Princeton Lectures in Financial Mathematics, 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 five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Details of the book - Paris-Princeton Lectures on Mathematical Finance 2010


EAN (ISBN-13): 9783642146596
ISBN (ISBN-10): 3642146597
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer Berlin
359 Pages
Weight: 0,552 kg
Language: eng/Englisch

Book in our database since 2008-03-07T08:24:31+00:00 (London)
Detail page last modified on 2024-03-19T01:05:52+00:00 (London)
ISBN/EAN: 9783642146596

ISBN - alternate spelling:
3-642-14659-7, 978-3-642-14659-6
Alternate spelling and related search-keywords:
Book author: jouini elyès, carmona, ant, jose pierre, olivier, peter david, cousin jean, hobson, lions, michel paul, pierre josé, pierre tan, laurent, tank, lion, schein, olivi, paul louis, jean paul pier, peter stephan, david ely, stephane, louis jou, òlivier louis, rene david, nizar touzi, eke, cre louis, cré louis, ivar ekeland, rené david, erhan çinlar, springer louis, stéphane crépey
Book title: the paris lectures, prince, mathematical finance, princeton mathematics, lecture notes mathematics

Information from Publisher

Author: Areski Cousin; Stéphane Crépey; Olivier Guéant; David Hobson; Monique Jeanblanc; Jean-Michel Lasry; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov
Title: Lecture Notes in Mathematics; Paris-Princeton Lectures on Mathematical Finance 2010
Publisher: Springer; Springer Berlin
366 Pages
Publishing year: 2010-10-14
Berlin; Heidelberg; DE
Printed / Made in
Language: English
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
X, 366 p. 45 illus.

BC; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Wirtschaft; 91B28, 91B70, 60G49, 49J55, 60H07, 90C46; CDO tranches in a Markovian environment; Mean field games and applications; Pricing Equations in Finance; The Skorokhod Embedding Problem; quantitative finance; Mathematics in Business, Economics and Finance; Probability Theory; Game Theory; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Spieltheorie; EA

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
Includes supplementary material: sn.pub/extras
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