Paris-Princeton Lectures on Mathematical Finance 2010 / Areski Cousin ... [et. al.] ; editors, Rene A. Carmona ... [et. al.].

• Material Type: 図書
• ISBN: 9783642146596 (pbk.)
• ISSN (series): 0075-8434
• Title: Paris-Princeton Lectures on Mathematical Finance 2010 / Areski Cousin ... [et. al.] ; editors, Rene A. Carmona ... [et. al.].
• Series Title: Lecture notes in mathematics ; 2003
• Title Heading: Lecture notes in mathematics (Springer-Verlag) ; 2003.
• Author Heading: Paris-Princeton Lectures on Mathematical Finance (2010); Cousin, Areski.; Carmona, R. (René)
• Publication, Distribution, etc.: Heidelberg : Springer Verlag; New York : Springer Verlag
• Publication Date: c2011.
• Publication Date (W3CDTF): 2011
• Extent: x, 359 p. : ill. ; 24 cm.
• Place of Publication (Country Code): DE
• Text Language Code: eng
• Subject Heading: Business mathematics -- Congresses.
• DDC: 332.0151
• NDLC: MA34
• Note (General): "This is the fourth volume of the Paris-Princeton Lectures in Mathematical Finance"--Pref.
• Note (Bibliography): Includes bibliographical references.
• Holding library: 国立国会図書館
• Call No.: MA34-B17
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000011167900; http://id.ndl.go.jp/bib/000011167900
• LC Control Number: 2010936197; https://lccn.loc.gov/2010936197
• OCLC No.: 648933567; https://www.worldcat.org/oclc/648933567
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: Hedging CDO tranches in a Markovian environment / Areski Cousin, Monique Jeanblanc, and Jean-Paul LaurentAbout the pricing equations in finance / Stép...