Paris-Princeton Lectures on Mathematical Finance 2010 [recurso electrónico] / by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov.

Por: Cousin, Areski [author.]Colaborador(es): 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.] | SpringerLink (Online service)Tipo de material: TextoTextoSeries Lecture Notes in Mathematics ; 2003Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Descripción: X, 359p. 45 illus. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783642146602Tema(s): Mathematics | Finance | Distribution (Probability theory) | Mathematics | Quantitative Finance | Probability Theory and Stochastic Processes | Game Theory, Economics, Social and Behav. SciencesFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 519 Clasificación LoC:HB135-147Recursos en línea: Libro electrónicoTexto
Contenidos:
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.
En: Springer eBooksResumen: 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.
Star ratings
    Valoración media: 0.0 (0 votos)
Existencias
Tipo de ítem Biblioteca actual Colección Signatura Copia número Estado Fecha de vencimiento Código de barras
Libro Electrónico Biblioteca Electrónica
Colección de Libros Electrónicos HB135 -147 (Browse shelf(Abre debajo)) 1 No para préstamo 374823-2001

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.

19

Con tecnología Koha