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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Benth, Fred Espen (Autor), Crisan, Dan (Autor), Guasoni, Paolo (Autor), Manolarakis, Konstantinos (Autor), Muhle-Karbe, Johannes (Autor), Nee, Colm (Autor), Protter, Philip (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Lecture Notes in Mathematics, 2081
Temas:
Social sciences-Mathematics.
Economic sociology.
Mathematics in Business, Economics and Finance.
Economic Sociology.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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