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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Benth, Fred Espen (Author), Crisan, Dan (Author), Guasoni, Paolo (Author), Manolarakis, Konstantinos (Author), Muhle-Karbe, Johannes (Author), Nee, Colm (Author), Protter, Philip (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:Lecture Notes in Mathematics, 2081
Subjects:
Social sciences-Mathematics.
Economic sociology.
Mathematics in Business, Economics and Finance.
Economic Sociology.
Online Access:Texto Completo
Description
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.
Physical Description:IX, 316 p. 40 illus., 34 illus. in color. online resource.
ISBN:9783319004136
ISSN:1617-9692 ;

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