Paris-Princeton Lectures on Mathematical Finance, 2013
|Series title:||Lecture Notes in Mathematics Ser.|
|Publication Date:||Jul 2013|
| Book Format:||Paperback|
|List Price:||USD $89.99|
| Book Description: |
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,...