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...
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Springer International Publishing
2013.
|
| Series: | Lecture Notes in Mathematics
2081 |
| Subjects: | |
| Online Access: | Click here to view the full text content |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| 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: | 1 online resource (IX, 316 pages) 40 illustration, 34 illustration in colour. |
| ISBN: | 9783319004136 |
| ISSN: | 0075-8434 |