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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin|Stéphane Crépey|Olivier Guéant|David Hobson|Monique Jeanblanc|Jean-Michel Lasry|Jean-Paul Laurent|Pierre-Louis Lions|Peter Tankov
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Areski Cousin|Stéphane Crépey|Olivier Guéant|David Hobson|Monique Jeanblanc|Jean-Michel Lasry|Jean-Paul Laurent|Pierre-Louis Lions|Peter Tankov:

Paris-Princeton Lectures on Mathematical Finance 2010 - Livro de bolso

2010, ISBN: 3642146597

[EAN: 9783642146596], Neubuch, [PU: Springer Berlin Heidelberg], FINANZMATHEMATIK MATHEMATIK SPIELTHEORIE WAHRSCHEINLICHKEIT - WAHRSCHEINLICHKEITSTHEORIE RECHNUNGSWESEN WIRTSCHAFT FINANZE… mais…

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2010, ISBN: 9783642146596

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 specialist… mais…

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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin Stéphane Crépey Olivier Guéant David Hobson Monique Jeanblanc Jean-Michel Lasry Jean-Paul Laurent Pierre-Louis Lions Peter Tankov
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Areski Cousin Stéphane Crépey Olivier Guéant David Hobson Monique Jeanblanc Jean-Michel Lasry Jean-Paul Laurent Pierre-Louis Lions Peter Tankov:
Paris-Princeton Lectures on Mathematical Finance 2010 - primeira edição

2010

ISBN: 9783642146596

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Paris-Princeton Lectures on Mathematical Finance 2010. - Cousin, Areski et al.
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Paris-Princeton Lectures on Mathematical Finance 2010. - Livro de bolso

2011, ISBN: 3642146597

[EAN: 9783642146596], [PU: Berlin, Heidelberg, Springer Berlin Heidelberg.], X, 359p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher M… mais…

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Paris-Princeton Lectures on Mathematical Finance 2010 - René Carmona; Areski Cousin; Stéphane Crépey; Erhan Ç?nlar; Olivier Guéant; Ivar Ekeland; Elyès Jouini; David Hobson; Jose A. Scheinkman; Monique Jeanblanc; Jean-Michel Lasry; Nizar Touzi; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov
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René Carmona; Areski Cousin; Stéphane Crépey; Erhan Ç?nlar; Olivier Guéant; Ivar Ekeland; Elyès Jouini; David Hobson; Jose A. Scheinkman; Monique Jeanblanc; Jean-Michel Lasry; Nizar Touzi; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov:
Paris-Princeton Lectures on Mathematical Finance 2010 - primeira edição

2010, ISBN: 9783642146596

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Buch, Softcover, 1st ed. 2011, Corr. 2nd printing 2011, [PU: Springer Berlin], Springer Berlin, 2010

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Paris-Princeton Lectures on Mathematical Finance 2010
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9783642146596


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.

Dados detalhados do livro - Paris-Princeton Lectures on Mathematical Finance 2010


EAN (ISBN-13): 9783642146596
ISBN (ISBN-10): 3642146597
Livro de capa dura
Livro de bolso
Ano de publicação: 2010
Editor/Editora: Springer Berlin
359 Páginas
Peso: 0,552 kg
Língua: eng/Englisch

Livro na base de dados desde 2008-03-07T05:24:31-03:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2024-04-17T13:23:04-03:00 (Sao Paulo)
Número ISBN/EAN: 9783642146596

Número ISBN - Ortografia alternativa:
3-642-14659-7, 978-3-642-14659-6
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: jouini elyès, carmona, ant, jose pierre, olivier, peter david, cousin jean, hobson, lions, michel paul, pierre josé, pierre tan, laurent, tank, lion, schein, olivi, paul louis, jean paul pier, peter stephan, david ely, stephane, louis jou, òlivier louis, rene david, nizar touzi, eke, cre louis, cré louis, ivar ekeland, rené david, erhan çinlar, springer louis, stéphane crépey
Título do livro: the paris lectures, prince, mathematical finance, princeton mathematics, lecture notes mathematics

Dados da editora

Autor: Areski Cousin; Stéphane Crépey; Olivier Guéant; David Hobson; Monique Jeanblanc; Jean-Michel Lasry; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov
Título: Lecture Notes in Mathematics; Paris-Princeton Lectures on Mathematical Finance 2010
Editora: Springer; Springer Berlin
366 Páginas
Ano de publicação: 2010-10-14
Berlin; Heidelberg; DE
Impresso / Feito em
Língua: Inglês
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
X, 366 p. 45 illus.

BC; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Wirtschaft; 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; Mathematics in Business, Economics and Finance; Probability Theory; Game Theory; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Spieltheorie; EA

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
Includes supplementary material: sn.pub/extras
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