Paris-Princeton Lectures on Mathematical Finance 2013

Editors: Vicky Henderson, Ronnie Sircar

von Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter

316 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• ISBN: 9783319004129
• Sprache: Englisch
• Erscheinungsdatum: 24.07.2013
• Genre: Mathematik/Sonstiges
• Verlag: Springer International Publishing
• Sonstige Bearbeitung von: Vicky Henderson, Ronnie Sircar