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Paris-Princeton Lectures on Mathematical Finance 2013
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 nu...
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| Auteurs principaux : | , , , , , , , , , |
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| Collectivité auteur : | |
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Paris-Princeton Lectures on Mathematical Finance 2013 / Fred Espen Benth, Dan Crisan, Paolo Guasoni... [et al.]; editors: Vicky Henderson, Ronnie Sircar |
| Édition : | 1st ed. 2013. |
| Publié : |
Cham :
Springer International Publishing
, [20..] Cham : Springer Nature |
| Collection : | Lecture notes in mathematics (Internet) ; 2081 |
| Accès en ligne : |
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| Note sur l'URL : | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex |
| Condition d'utilisation et de reproduction : | Conditions particulières de réutilisation pour les bénéficiaires des licences nationales : https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |
| Contenu : | Preface: Vicky Henderson & Ronnie Sircar. Philip Protter: A Mathematical Theory of Financial Bubbles. Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets Multi-Factor Modelling. Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide. Dan Crisan: Cubature Methods and Applications |
| Sujets : | |
| Documents associés : | Autre format:
Paris-Princeton lectures on mathematical finance 2013 Autre format: Paris-Princeton Lectures on Mathematical Finance 2013 |
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| 200 | 1 | |a Paris-Princeton Lectures on Mathematical Finance 2013 |f Fred Espen Benth, Dan Crisan, Paolo Guasoni... [et al.] |g editors: Vicky Henderson, Ronnie Sircar | |
| 205 | |a 1st ed. 2013. | ||
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| 225 | 2 | |a Lecture Notes in Mathematics |x 1617-9692 |v 2081 | |
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| 314 | |a Autres contributions : Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter (co-auteurs) | ||
| 320 | |a Notes bibliogr. | ||
| 327 | 1 | |a Preface: Vicky Henderson & Ronnie Sircar |a Philip Protter: A Mathematical Theory of Financial Bubbles |a Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets Multi-Factor Modelling |a Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide |a Dan Crisan: Cubature Methods and Applications | |
| 330 | |a 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 | ||
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