| 000 -LEADER |
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| fixed length control field |
03196nam a22006015i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9783642146602 |
| -- |
978-3-642-14660-2 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519 |
| 100 1# - MAIN ENTRY--AUTHOR NAME |
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| Personal name |
Cousin, Areski. |
| 245 10 - TITLE STATEMENT |
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| Title |
Paris-Princeton Lectures on Mathematical Finance 2010 |
| Statement of responsibility, etc |
by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Berlin, Heidelberg : |
| Name of publisher |
Springer Berlin Heidelberg, |
| Year of publication |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
X, 366 p. 45 illus. |
| Other physical details |
online resource. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Game Theory, Economics, Social and Behav. Sciences. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Crépey, Stéphane. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Guéant, Olivier. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hobson, David. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jeanblanc, Monique. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lasry, Jean-Michel. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Laurent, Jean-Paul. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Lions, Pierre-Louis. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tankov, Peter. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-14660-2 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
E-BOOKS |
| 264 #1 - |
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| -- |
Berlin, Heidelberg : |
| -- |
Springer Berlin Heidelberg, |
| -- |
2011. |
| 336 ## - |
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| -- |
text |
| -- |
txt |
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rdacontent |
| 337 ## - |
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| -- |
computer |
| -- |
c |
| -- |
rdamedia |
| 338 ## - |
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| -- |
online resource |
| -- |
cr |
| -- |
rdacarrier |
| 347 ## - |
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| -- |
text file |
| -- |
PDF |
| -- |
rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| -- |
0075-8434 ; |
