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02934nam a22005415i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20140310154226.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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101013s2011 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783642146602 |
|
978-3-642-14660-2 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB135-147 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
Berlin, Heidelberg : |
| -- |
Springer Berlin Heidelberg, |
| -- |
2011. |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
|
|---|
| -- |
ZDB-2-LNM |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cousin, Areski. |
| Relator term |
author. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Paris-Princeton Lectures on Mathematical Finance 2010 |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc |
by Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
X, 359p. 45 illus. |
| Other physical details |
online resource. |
| 440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Lecture Notes in Mathematics, |
| International Standard Serial Number |
0075-8434 ; |
| Volume number/sequential designation |
2003 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Finance. |
|
|---|
| Topical term or geographic name as entry element |
Distribution (Probability theory). |
|
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Quantitative Finance. |
|
|---|
| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
|
|---|
| Topical term or geographic name as entry element |
Game Theory, Economics, Social and Behav. Sciences. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Crépey, Stéphane. |
| Relator term |
author. |
|
|---|
| Personal name |
Guéant, Olivier. |
| Relator term |
author. |
|
|---|
| Personal name |
Hobson, David. |
| Relator term |
author. |
|
|---|
| Personal name |
Jeanblanc, Monique. |
| Relator term |
author. |
|
|---|
| Personal name |
Lasry, Jean-Michel. |
| Relator term |
author. |
|
|---|
| Personal name |
Laurent, Jean-Paul. |
| Relator term |
author. |
|
|---|
| Personal name |
Lions, Pierre-Louis. |
| Relator term |
author. |
|
|---|
| Personal name |
Tankov, Peter. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9783642146596 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-14660-2 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
