The Fictioning Horror Sale
 
 

Recently Viewed clear list


Original Essays | September 17, 2014

Merritt Tierce: IMG Has My Husband Read It?



My first novel, Love Me Back, was published on September 16. Writing the book took seven years, and along the way three chapters were published in... Continue »
  1. $16.77 Sale Hardcover add to wish list

    Love Me Back

    Merritt Tierce 9780385538077

spacer
Qualifying orders ship free.
$59.95
New Trade Paper
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
16 Remote Warehouse Mathematics- Modeling

More copies of this ISBN

Lecture Notes in Mathematics #2003: Paris-Princeton Lectures on Mathematical Finance 2010

by

Lecture Notes in Mathematics #2003: Paris-Princeton Lectures on Mathematical Finance 2010 Cover

 

Synopses & Reviews

Publisher Comments:

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.

Synopsis:

This fourth volume in the series presents cutting-edge research in self-contained, expository articles from specialists including Stéphane Crépey, Areski Cousin, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent and others.

Synopsis:

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.

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

Product Details

ISBN:
9783642146596
Author:
Cousin, Areski
Publisher:
Springer
Author:
Crepey, Stephane
Author:
Hobson, David
Author:
Scheinkman, Jose A.
Author:
Elyimp
Author:
Jouini, Elyes
Author:
s Jouini
Author:
Crpey, Stphane
Author:
Gueant, Olivier
Author:
Jeanblanc, Monique
Author:
Jouini, Elyimp
Author:
Laurent, Jean-Paul
Author:
Carmona, Rene
Author:
Carmona, Rene A.
Author:
Touzi, Nizar
Author:
Guant, Olivier
Author:
Quest
Author:
S
Author:
Tankov, Peter
Author:
Lions, Pierre-Louis
Author:
Ekeland, Ivar
Author:
Cinlar, Erhan
Author:
Lasry, Jean-Michel
Author:
inlar, Erhan
Subject:
Finance
Subject:
Game Theory
Subject:
Probability & Statistics - General
Subject:
91B28, 91B70, 60G49, 49J55, 60H07, 90C46
Subject:
CDO tranches in a Markovian environment
Subject:
Mean field games and applications
Subject:
Pricing Equations in Finance
Subject:
The Skorokhod Embedding Problem
Subject:
Quantitative Finance
Subject:
Probability Theory and Stochastic Processes
Subject:
Game Theory, Economics, Social and Behav. Sciences
Subject:
Game Theory, Economics, Social and Behav. Sciences The fourth volume in the series, inspired by exchanges between finance and financial mathematics experts in Paris and Princeton<br>Offers expository articles from outstanding specialists, both established
Subject:
Business-Accounting and Finance
Subject:
Pri
Subject:
cing Equations in Finance
Subject:
Applied
Copyright:
Edition Description:
2nd Printing. 2011
Series:
Lecture Notes in Mathematics
Series Volume:
2003
Publication Date:
20101013
Binding:
TRADE PAPER
Language:
English
Pages:
376
Dimensions:
235 x 155 mm 1170 gr

Related Subjects

Business » Accounting and Finance
Science and Mathematics » Biology » Biological Diversity
Science and Mathematics » Materials Science » General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Lecture Notes in Mathematics #2003: Paris-Princeton Lectures on Mathematical Finance 2010 New Trade Paper
0 stars - 0 reviews
$59.95 In Stock
Product details 376 pages Springer - English 9783642146596 Reviews:
"Synopsis" by , This fourth volume in the series presents cutting-edge research in self-contained, expository articles from specialists including Stéphane Crépey, Areski Cousin, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent and others.
"Synopsis" by , 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.
spacer
spacer
  • back to top
Follow us on...




Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.