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Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2003)
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Table of contents (5 chapters)
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Front Matter
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Back Matter
About this book
Keywords
- 91B28, 91B70, 60G49, 49J55, 60H07, 90C46
- CDO tranches in a Markovian environment
- Mean field games and applications
- Pricing Equations in Finance
- The Skorokhod Embedding Problem
- quantitative finance
Authors and Affiliations
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Université de Lyon Université Lyon 1, Lyon Cedex 07, France
Areski Cousin
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Département de Mathématiques, Université d’Evry, Evry, France
Stéphane Crépey
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Paris, France
Olivier Guéant
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Dept of Statistics, University of Warwick, Coventry, UK
David Hobson
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Val d’Essonne Dépt. Mathématiques, Université d’Evry, Evry Cedex, France
Monique Jeanblanc
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Institut de Finance, Université Paris-Dauphine, Paris Cedex 16, France
Jean-Michel Lasry
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1 Panthéon-Sorbonne, Université Paris, Paris, France
Jean-Paul Laurent
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Collège de France, Paris CX 05, France
Pierre-Louis Lions
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Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau Cedex, France
Peter Tankov
Bibliographic Information
Book Title: Paris-Princeton Lectures on Mathematical Finance 2010
Authors: Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, … Peter Tankov
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-642-14660-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Softcover ISBN: 978-3-642-14659-6Published: 14 October 2010
eBook ISBN: 978-3-642-14660-2Published: 06 October 2010
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: X, 366
Number of Illustrations: 45 b/w illustrations
Topics: Mathematics in Business, Economics and Finance, Probability Theory, Game Theory