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- 2010936197 contributor B12095031.
- 2010936197 contributor B12095032.
- 2010936197 created "2011.".
- 2010936197 date "2011".
- 2010936197 date "2011.".
- 2010936197 dateCopyrighted "2011.".
- 2010936197 description "Hedging CDO tranches in a Markovian environment / Areski Cousin, Monique Jeanblanc, and Jean-Paul Laurent -- About the pricing equations in finance / Stéphane Crépey -- Mean field games and applications / Olivier Guéant, Jean-Michel Lasry, and Pierre-Louis Lions -- The Skorokhod embedding problem and model-independent bounds for option prices / David Hobson -- Pricing and hedging in exponential Lévy models : review of recent results / Peter Tankov.".
- 2010936197 description "Includes bibliographical references.".
- 2010936197 extent "x, 359 p. :".
- 2010936197 identifier "3642146597 (pbk. : alk. paper)".
- 2010936197 identifier "3642146600 (e-ISBN)".
- 2010936197 identifier "9783642146596 (pbk. : alk. paper)".
- 2010936197 identifier "9783642146602 (e-ISBN)".
- 2010936197 isPartOf "Lecture notes in mathematics, 0075-8434 ; 2003".
- 2010936197 issued "2011".
- 2010936197 issued "2011.".
- 2010936197 language "eng".
- 2010936197 publisher "Heidelberg ; New York : Springer Verlag,".
- 2010936197 subject "332.0151 22".
- 2010936197 subject "Business mathematics Congresses.".
- 2010936197 subject "HF5691 .P25 2010".
- 2010936197 tableOfContents "Hedging CDO tranches in a Markovian environment / Areski Cousin, Monique Jeanblanc, and Jean-Paul Laurent -- About the pricing equations in finance / Stéphane Crépey -- Mean field games and applications / Olivier Guéant, Jean-Michel Lasry, and Pierre-Louis Lions -- The Skorokhod embedding problem and model-independent bounds for option prices / David Hobson -- Pricing and hedging in exponential Lévy models : review of recent results / Peter Tankov.".
- 2010936197 title "Paris-Princeton Lectures on Mathematical Finance 2010 / Areski Cousin ... [et. al.] ; editors, Rene A. Carmona ... [et. al.].".
- 2010936197 type "text".