René Carmona

Paul Wythes ’55 Professor of Engineering and Finance

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications

SIAM (2016)

Buy this book if you can afford it, at least for the following reason (last sentence of the Preface):
- The royalties generated by the sales (if any) of this book will be used, in their entirety, to fund a student prize awarded every other year during the SIAM Conference on Financial Mathematics
Table of Contents

PROBABILISTIC THEORY OF MEAN FIELD GAMES WITH APPLICATIONS

Springer Verlag (2018)

I. Mean Field FBSDEs, Control, and Games
- Table of Contents

PROBABILISTIC THEORY OF MEAN FIELD GAMES WITH APPLICATIONS

Springer Verlag (2018)

II. Mean Field Games with Common Noise and Master Equations
- Table of Contents