TY  - BOOK
AU  - Cousin, Areski
AU  - Crepey, Stephane
AU  - Gueant, Olivier [et. al.]
TI  - Paris-Princeton lectures on mathematical finance 2010
SN  - 9783642146596
U1  - 332.0151 
PY  - 2011///
CY  - Heidelberg
PB  - Springer
KW  - Business mathematics
KW  - Finance
KW  - Probabilities
KW  - Game theory
N1  - Table of Contents

Chapter 1: Hedging CDO Tranches in a Markovian Environment
Chapter 2: About the Pricing Equations in Finance
Chapter 3: Mean Field Games and Applications
Chapter 4: The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
Chapter 5: 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.

https://www.springer.com/in/book/9783642146596#otherversion=9783642146602
ER  -