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020 _a9783642146602
_99783642146602
024 7 _a10.1007/9783642146602
_2doi
035 _avtls000355482
039 9 _a201509030957
_bVLOAD
_c201405060351
_dVLOAD
_y201402191044
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHB135-147
100 1 _aCousin, Areski.
_eautor
_9338221
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2010 /
_cby Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2011.
300 _ax, 359 páginas 45 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2003
500 _aSpringer eBooks
505 0 _aHedging 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.
520 _aThe 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aCrépey, Stéphane.
_eautor
_9338222
700 1 _aGuéant, Olivier.
_eautor
_9338223
700 1 _aHobson, David.
_eautor
_9338224
700 1 _aJeanblanc, Monique.
_eautor
_9323318
700 1 _aLasry, Jean-Michel.
_eautor
_9332583
700 1 _aLaurent, Jean-Paul.
_eautor
_9338225
700 1 _aLions, Pierre-Louis.
_eautor
_9332584
700 1 _aTankov, Peter.
_eautor
_9338226
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783642146596
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-642-14660-2
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c300673
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