ParisPrinceton Lectures on Mathematical Finance 2013
 Responsibility
 Fred Espen Benth ... [et al.] ; editors, Vicky Henderson, Ronnie Sircar.
 Imprint
 Cham [Switzerland] ; New York : Springer, c2013.
 Physical description
 ix, 316 p. : ill. (some col.) ; 23 cm.
 Series
 Lecture notes in mathematics (SpringerVerlag) 2081.
Access
Available online
Science Library (Li and Ma)
Serials
Call number  Status 

Shelved by Series title V.2081  Unknown 
More options
Creators/Contributors
Contents/Summary
 Bibliography
 Includes bibliographical references.
 Contents

 Preface: Vicky Henderson & Ronnie Sircar. Philip Protter: A Mathematical Theory of Financial Bubbles. Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets  MultiFactor 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 MuhleKarbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The ParisPrinceton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cuttingedge research in selfcontained, 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
Subjects
 Subject
 Business mathematics > Congresses.
Bibliographic information
 Publication date
 2013
 Series
 Lecture notes in mathematics, 16179692 ; 2081
 Available in another form
 Online version: ParisPrinceton Lectures on Mathematical Finance (2013). Parisprinceton Lectures on Mathematical Finance 2013. Cham : Springer, c2013 ( 9783319004136 )
 ISBN
 9783319004129
 3319004123
 9783319004136 (eBook