Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar (Lecture Notes in Mathematics, 2081)

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

ISBN 10: 3319004123 / ISBN 13: 9783319004129

Editore: Springer, 2013

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Dati bibliografici

• Titolo: Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar (Lecture Notes in Mathematics, 2081)
• Editore: Springer
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 3319004123
• ISBN 13: 9783319004129
• Rilegatura: Brossura
• Condizione: New

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Riassunto

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.