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Paris-Princeton Lectures on Mathematical Finance 2010

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Cover of 'Paris-Princeton Lectures on Mathematical Finance 2010'

Table of Contents

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    Book Overview
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    Chapter 1 Hedging CDO Tranches in a Markovian Environment
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    Chapter 2 About the Pricing Equations in Finance
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    Chapter 3 Mean Field Games and Applications
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    Chapter 4 The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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    Chapter 5 Pricing and Hedging in Exponential Lévy Models: Review of Recent Results
Attention for Chapter 1: Hedging CDO Tranches in a Markovian Environment
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