TY  - BOOK
AU  - Cousin,Areski
AU  - Crépey,Stéphane
AU  - Guéant,Olivier
AU  - Hobson,David
AU  - Jeanblanc,Monique
AU  - Lasry,Jean-Michel
AU  - Laurent,Jean-Paul
AU  - Lions,Pierre-Louis
AU  - Tankov,Peter
ED  - SpringerLink (Online service)
TI  - Paris-Princeton Lectures on Mathematical Finance 2010
T2  - Lecture Notes in Mathematics,
SN  - 9783642146602
AV  - HB135-147 
U1  - 519 23
PY  - 2011///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Mathematics
KW  - Finance
KW  - Distribution (Probability theory)
KW  - Quantitative Finance
KW  - Probability Theory and Stochastic Processes
KW  - Game Theory, Economics, Social and Behav. Sciences
N1  - 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
N2  - 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
UR  - http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-14660-2
ER  -