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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Benth, Fred Espen (Auteur), Crisan, Dan (Auteur), Guasoni, Paolo (Auteur), Manolarakis, Konstantinos (Auteur), Muhle-Karbe, Johannes (Auteur), Nee, Colm (Auteur), Protter, Philip (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Cham : Springer International Publishing : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:Lecture Notes in Mathematics, 2081
Sujets:
Social sciences-Mathematics.
Economic sociology.
Mathematics in Business, Economics and Finance.
Economic Sociology.
Accès en ligne:Texto Completo
Table des matières:
  • 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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