Paris-Princeton lectures on mathematical finance ; 4.2010
| Year of publication: |
c 2011 [ersch. 2010]
|
|---|---|
| Other Persons: | Cousin, Areski (contributor) ; Carmona, René (contributor) |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| Description of contents: | Table of Contents [d-nb.info] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
| Extent: | X, 359 S. graph. Darst. |
|---|---|
| Series: | Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 4.2010 Lecture notes in mathematics : a collection of informal reports and seminars. - Berlin : Springer, ISSN 0075-8434, ZDB-ID 517955-5. - Vol. 2003 |
| Conferences: | Paris-Princeton Lectures on Mathematical Finance : 2010 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung |
| Language: | English |
| Notes: | Literaturangaben 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. |
| ISBN: | 978-3-642-14659-6 ; 978-3-642-14660-2 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009349792