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Paris-princeton Lectures on Mathematical Finance 2013 Fred Espen Benth [and others] ; editors, Vicky Henderson, Ronnie Sircar
Springer Nature - Springer Mathematics and Statistics (R0) eBooks 2013 English International Available online
View online- Format:
- Book
- Conference/Event
- Conference Name:
- Paris-Princeton Lectures on Mathematical Finance (2013) http://viaf.org/viaf/305307823
- Series:
- Lecture notes in mathematics (Springer-Verlag) 2081
- Lecture notes in mathematics 1617-9692 2081
- Language:
- English
- Subjects (All):
- Business mathematics--Congresses.
- Business mathematics.
- Genre:
- proceedings (reports)
- Conference papers and proceedings
- Physical Description:
- 1 online resource
- Place of Publication:
- Cham Springer ©2013
- 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
- Contents:
- 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
- Notes:
- Includes bibliographical references
- Online resource; title from PDF title page (SpringerLink, viewed July 16, 2013)
- Other Format:
- Printed edition:
- ISBN:
- 9783319004136
- 3319004131
- 3319004123
- 9783319004129
- OCLC:
- 852804163
- Access Restriction:
- Restricted for use by site license
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