Paris-Princeton lectures on mathematical finance 2010
Material type:
- 9783642146596
- 332.0151 C6P2
Item type | Current library | Item location | Collection | Shelving location | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|---|
Books | Vikram Sarabhai Library | Rack 17-B / Slot 633 (0 Floor, West Wing) | Non-fiction | General Stacks | 332.0151 C6P2 (Browse shelf(Opens below)) | Available | 202466 |
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
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.
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