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Paris-Princeton Lectures on Mathematical Finance 2013 Editors: Vicky Henderson, Ronnie Sircar /
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 nu...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , , , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | Lecture Notes in Mathematics,
2081 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 100 | 1 | |a Benth, Fred Espen. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Paris-Princeton Lectures on Mathematical Finance 2013 |h [electronic resource] : |b Editors: Vicky Henderson, Ronnie Sircar / |c by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter. |
| 250 | |a 1st ed. 2013. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2013. | |
| 300 | |a IX, 316 p. 40 illus., 34 illus. in color. |b online resource. | ||
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| 490 | 1 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 2081 | |
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Economic sociology. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Economic Sociology. |
| 700 | 1 | |a Crisan, Dan. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Guasoni, Paolo. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Manolarakis, Konstantinos. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Muhle-Karbe, Johannes. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Nee, Colm. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Protter, Philip. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
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| 776 | 0 | 8 | |i Printed edition: |z 9783319004129 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319004143 |
| 830 | 0 | |a Lecture Notes in Mathematics, |x 1617-9692 ; |v 2081 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-00413-6 |z Texto Completo |
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
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