Paris-Princeton Lectures on Mathematical Finance 2013
- Fred Espen Benth ... [et al.] ; editors, Vicky Henderson, Ronnie Sircar.
- Cham [Switzerland] ; New York : Springer, c2013.
- Physical description
- ix, 316 p. : ill. (some col.) ; 23 cm.
- Lecture notes in mathematics (Springer-Verlag) 2081.
Science Library (Li and Ma)
|Shelved by Series title V.2081||At bindery|
- Includes bibliographical references.
- Preface: Vicky Henderson & Ronnie Sircar.- Philip Protter: A Mathematical Theory of Financial Bubbles.- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets - Multi-Factor Modelling.- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide.- Dan Crisan: Cubature Methods and Applications.
- (source: Nielsen Book Data)9783319004129 20160612
- Publisher's Summary
- The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
(source: Nielsen Book Data)9783319004129 20160612
- Publication date
- Lecture notes in mathematics, 1617-9692 ; 2081
- Available in another form
- Online version: Paris-Princeton Lectures on Mathematical Finance (2013). Paris-princeton Lectures on Mathematical Finance 2013. Cham : Springer, c2013 ( 9783319004136 )
- 9783319004136 (eBook
Browse related items
Start at call number: