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## Random Sets in Finance and Econometrics

*Ilya Molchanov*

### in New Perspectives in Stochastic Geometry

- Published in print:
- 2009
- Published Online:
- February 2010
- ISBN:
- 9780199232574
- eISBN:
- 9780191716393
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199232574.003.0017
- Subject:
- Mathematics, Geometry / Topology

This chapter surveys several examples where random sets appear in mathematical finance and econometrics: trading with transaction costs, risk measures, option prices, and partially identified ... More

## The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)

*Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry, and Pierre-Louis Lions*

- Published in print:
- 2019
- Published Online:
- May 2020
- ISBN:
- 9780691190716
- eISBN:
- 9780691193717
- Item type:
- book

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691190716.001.0001
- Subject:
- Mathematics, Applied Mathematics

This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical ... More

## Megaloprepeia

*Michael Harris*

### in Mathematics without Apologies: Portrait of a Problematic Vocation

- Published in print:
- 2017
- Published Online:
- May 2018
- ISBN:
- 9780691175836
- eISBN:
- 9781400885527
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691175836.003.0005
- Subject:
- Mathematics, Logic / Computer Science / Mathematical Philosophy

The explosion of finance mathematics, and its implication in the 2008 financial crisis, has had the welcome, but unintended, consequence of establishing a common border between mathematics and ... More

## Financial Knowledge and the Science of the Market

*Alex Preda*

### in Framing Finance: The Boundaries of Markets and Modern Capitalism

- Published in print:
- 2009
- Published Online:
- February 2013
- ISBN:
- 9780226679310
- eISBN:
- 9780226679334
- Item type:
- chapter

- Publisher:
- University of Chicago Press
- DOI:
- 10.7208/chicago/9780226679334.003.0004
- Subject:
- Sociology, Culture

This chapter examines the emergence and consequences of a vernacular “science of financial investments.” While many eighteenth-century writers saw financial knowledge as devilish and destructive ... More

## Degenerate Diffusion Operators Arising in Population Biology (AM-185)

*Charles L. Epstein and Rafe Mazzeo*

- Published in print:
- 2013
- Published Online:
- October 2017
- ISBN:
- 9780691157122
- eISBN:
- 9781400846108
- Item type:
- book

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691157122.001.0001
- Subject:
- Mathematics, Probability / Statistics

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as ... More

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