Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar
Author:   Fred Espen Benth ,  Dan Crisan ,  Paolo Guasoni ,  Konstantinos Manolarakis
Publisher:   Springer International Publishing AG
Edition:   2013 ed.
Volume:   2081
ISBN:  

9783319004129


Pages:   316
Publication Date:   24 July 2013
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar


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Overview

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.

Full Product Details

Author:   Fred Espen Benth ,  Dan Crisan ,  Paolo Guasoni ,  Konstantinos Manolarakis
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   2013 ed.
Volume:   2081
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   4.978kg
ISBN:  

9783319004129


ISBN 10:   3319004123
Pages:   316
Publication Date:   24 July 2013
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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