Books and book chapters - Monique Jeanblanc


Financial markets in continuous time
Financial Markets in Continuous Time
Dana Rose-Anne, Jeanblanc Monique

Editor: Springer. Series: Springer Finance
2003, XI, 324 p., Hardcover. Language: English
ISBN: 3-540-43403-8

Marchés financiers en temps continu
Marchés financiers en temps continu: valorisation et équilibre
Dana Rose-Anne, Jeanblanc-Picqué Monique

Editor : Economica;
2nd ed (1998)  (1st ed: 1994), 330 p.. Language: French
ISBN: 2717837108

M. Jeanblanc, M. Yor and M. Chesney:
Mathematics methods for financial Markets.
To be published. 650p.  Springer-Verlag. (2007)


T.R. Bielecki, S. Crépey, M. Jeanblanc and M. Rutkowski : Valuation of basket credit derivatives in the credit migration environment , Handbook of Financial Engineering, J. Birge and V. Linetsky eds., Elsevier, 2006, forthcoming.

Paris Princeton Lectures on Mathematical Finance 2003
T.R. Bielecki, M. Jeanblanc and M. Rutkowski : Hedging of defaultable claims Lecture notes in mathematics 1847, p. 1-132, Springer. 2004
ISBN: 3-540-22266-9 DOI: 10.1007/b98353

T.R. Bielecki and M. Jeanblanc Indifference prices in Indifference Pricing, Theory and Applications,
Financial Engineering, Princeton University Press. R. Carmona editor 2005

T. R. Bielecki, M. Jeanblanc and M. Rutkowski: Stochastic Methods in Credit Risk Modelling.
Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003.
Lecture notes in Mathematics 1856, p.27-128, Springer (2004).
ISBN: 3-540-22953-1          DOI: 10.1007/b100122

Credit derivatives, the definite guide
M. Jeanblanc and M. Rutkowski. Modelling and Hedging of credit risk. p.385-416,
In Credit derivatives, the definite guide, Application networks, Risk book, 2003.

M. Jeanblanc,  Encyclopedia of Financial Engineering and risk management.
4 papers : Arbitrage theorem, Binary (digital) options, mathematical models (overview), option portfolio management.

Finance contemporaine. Analyse, évaluation et applications.
M. Jeanblanc. Marchés incomplets.
Finance contemporaine, Analyse, évaluation et applications, Chapitre 5, p 52-65, Economica (2001).

R. A. Dana and M. Jeanblanc, Financial markets, Encyclopedia of life support systems, (2000).

Encyclopédie des marchés financiers
M. Jeanblanc-Picqué and R.A. Dana, Arbitrage et équilibre en temps continu, Encyclopédie des marchés financiers (Economica), p 86-111. (1997)