TY - BOOK AU - Cousin,Areski AU - Crépey,Stéphane AU - Guéant,Olivier AU - Hobson,David AU - Jeanblanc,Monique AU - Lasry,Jean-Michel AU - Laurent,Jean-Paul AU - Lions,Pierre-Louis AU - Tankov,Peter ED - SpringerLink (Online service) TI - Paris-Princeton Lectures on Mathematical Finance 2010 T2 - Lecture Notes in Mathematics, SN - 9783642146602 AV - HB135-147 U1 - 519 23 PY - 2011/// CY - Berlin, Heidelberg PB - Springer Berlin Heidelberg KW - Mathematics KW - Finance KW - Distribution (Probability theory) KW - Quantitative Finance KW - Probability Theory and Stochastic Processes KW - Game Theory, Economics, Social and Behav. Sciences N1 - 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 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 UR - http://dx.doi.org/10.1007/978-3-642-14660-2 ER -