Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar PDF
by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
Part of the Lecture Notes in Mathematics series
- Information
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.
Information
-
Download Now
- Format:PDF
- Publisher:Springer International Publishing
- Publication Date:11/07/2013
- Category:
- ISBN:9783319004136
Information
-
Download Now
- Format:PDF
- Publisher:Springer International Publishing
- Publication Date:11/07/2013
- Category:
- ISBN:9783319004136
