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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin
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Areski Cousin:

Paris-Princeton Lectures on Mathematical Finance 2010 - Paperback

2010, ISBN: 3642146597

[EAN: 9783642146596], Neubuch, [PU: Berlin Springer Berlin Heidelberg Springer Okt 2010], THE SKOROKHOD EMBEDDING PROBLEM, 91B28, 91B70, 60G49, 49J55, 60H07, 90C46, CDO TRANCHES IN A MARK… More...

NEW BOOK. Shipping costs:Versandkostenfrei. (EUR 0.00) BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany [57449362] [Rating: 5 (von 5)]
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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin
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Areski Cousin:

Paris-Princeton Lectures on Mathematical Finance 2010 - Paperback

2010, ISBN: 3642146597

[EAN: 9783642146596], Neubuch, [SC: 0.0], [PU: Springer, Berlin, Springer Berlin Heidelberg, Springer], THE SKOROKHOD EMBEDDING PROBLEM, 91B28, 91B70, 60G49, 49J55, 60H07, 90C46, CDO TRAN… More...

NEW BOOK. Shipping costs:Versandkostenfrei. (EUR 0.00) AHA-BUCH GmbH, Einbeck, Germany [51283250] [Rating: 5 (von 5)]
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Paris-Princeton Lectures on Mathematical Finance 2010 - Areski Cousin; René Carmona; Stéphane Crépey; Erhan Ç?nlar; Olivier Guéant; Ivar Ekeland; David Hobson; Elyès Jouini; Monique Jeanblanc; Jose A. Scheinkman; Jean-Michel Lasry; Nizar Touzi; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov
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Areski Cousin; René Carmona; Stéphane Crépey; Erhan Ç?nlar; Olivier Guéant; Ivar Ekeland; David Hobson; Elyès Jouini; Monique Jeanblanc; Jose A. Scheinkman; Jean-Michel Lasry; Nizar Touzi; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov:
Paris-Princeton Lectures on Mathematical Finance 2010 - new book

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… More...

Nr. 978-3-642-14659-6. Shipping costs:Worldwide free shipping, , DE. (EUR 0.00)
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Paris-Princeton Lectures on Mathematical Finance 2010 Areski Cousin Author
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Paris-Princeton Lectures on Mathematical Finance 2010 Areski Cousin Author - new book

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… More...

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5
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 - Paperback

2010, ISBN: 3642146597

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

NEW BOOK. Shipping costs:Versandkostenfrei. (EUR 0.00) moluna, Greven, Germany [73551232] [Rating: 5 (von 5)]

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Paris-Princeton Lectures on Mathematical Finance 2010 Areski Cousin Author

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.

Details of the book - Paris-Princeton Lectures on Mathematical Finance 2010 Areski Cousin Author


EAN (ISBN-13): 9783642146596
ISBN (ISBN-10): 3642146597
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer Berlin Heidelberg Core >1
359 Pages
Weight: 0,552 kg
Language: eng/Englisch

Book in our database since 2008-03-07T03:24:31-05:00 (New York)
Book found last time on 2025-06-19T07:17:45-04:00 (New York)
ISBN/EAN: 9783642146596

ISBN - alternate spelling:
3-642-14659-7, 978-3-642-14659-6
Alternate spelling and related search-keywords:
Book author: 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
Book title: the paris lectures, prince, princeton mathematics, lecture notes mathematics, paris 1850 1950, paris 1928 1929, paris princeton lectures mathematical finance 2003, paris 1940 1944


Information from Publisher

Author: Areski Cousin; Stéphane Crépey; Olivier Guéant; David Hobson; Monique Jeanblanc; Jean-Michel Lasry; Jean-Paul Laurent; Pierre-Louis Lions; Peter Tankov
Title: Lecture Notes in Mathematics; Paris-Princeton Lectures on Mathematical Finance 2010
Publisher: Springer; Springer Berlin
366 Pages
Publishing year: 2010-10-14
Berlin; Heidelberg; DE
Printed / Made in
Language: English
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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