Paris-Princeton Lectures on Mathematical Finance 2013 Editors: Vicky Henderson, Ronnie Sircar |
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| Author:
| Benth, Fred Espen
Crisan, Dan
Guasoni, Paolo
Manolarakis, Konstantinos
Muhle-Karbe, Johannes
Nee, Colm
Protter, Philip |
| Other Adaptation by:
| Henderson, Vicky
Sircar, Ronnie |
| Series title: | Lecture Notes in Mathematics Ser. |
| ISBN: | 978-3-319-00413-6 |
| Publication Date: | Jul 2013 |
| Publisher: | Springer
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| Book Format: | Ebook |
| List Price: | USD $89.99 |
Book Description:
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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,...
More 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, 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.