Paris-Princeton Lectures on Mathematical Finance 2010
Lecture Notes in Mathematics 2003
Çinlar, Erhan / Ekeland et al, Ivar
Erschienen am
01.10.2010, Auflage: 1. Auflage
Beschreibung
InhaltsangabeHedging 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
