Paris-Princeton lectures on mathematical finance ; 5.2013
| Year of publication: |
2013
|
|---|---|
| Other Persons: | Benth, Fred Espen (contributor) ; Henderson, Vicky (contributor) |
| Publisher: |
Cham [u.a.] : Springer |
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| Description of contents: | Description [zbmath.org] |
| Extent: | IX, 316 S. graph. Darst. |
|---|---|
| Series: | Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 5.2013 Lecture notes in mathematics : a collection of informal reports and seminars. - Berlin : Springer, ISSN 0075-8434, ZDB-ID 517955-5. - Vol. 2081 |
| Conferences: | Paris-Princeton Lectures on Mathematical Finance : 2013. |
| 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: | 978-3-319-00412-9 ; 978-3-319-00413-6 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009792723