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＜電子ブック＞
Paris-Princeton Lectures on Mathematical Finance 2010 / 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
(Lecture Notes in Mathematics. ISSN:16179692 ; 2003)

版	1st ed. 2011.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2011
大きさ	X, 366 p. 45 illus : online resource
著者標目	*Cousin, Areski author Crépey, Stéphane author Guéant, Olivier author Hobson, David author Jeanblanc, Monique author Lasry, Jean-Michel author Laurent, Jean-Paul author Lions, Pierre-Louis author Tankov, Peter author Carmona, René editor Çınlar, Erhan editor Ekeland, Ivar editor Jouini, Elyès editor Scheinkman, Jose A editor Touzi, Nizar editor SpringerLink (Online service)
件　名	LCSH:Social sciences—Mathematics LCSH:Probabilities LCSH:Game theory FREE:Mathematics in Business, Economics and Finance FREE:Probability Theory FREE:Game Theory
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-3-642-14660-2

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