Paris Princeton Lectures on Mathematical Finance 2010 1st edition by Peter Tankov,Louis Lions,Paul Laurent,Michel Lasry,Monique Jeanblanc,Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson – Ebook PDF Instant Download/Delivery. 3642146597,9783642146596
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ISBN 10:3642146597
ISBN 13:9783642146596
Author:Peter Tankov,Louis Lions,Paul Laurent,Michel Lasry,Monique Jeanblanc,Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson
The Paris-Princeton Lectures in Financial Mathematics, 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 five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.
Paris Princeton Lectures on Mathematical Finance 2010 1st Table of contents:
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
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