ENGLISH

Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar

By Fred Espen Benth , Philip Protter (auth.) , Dan Crisan , Paolo Guasoni , Konstantinos Manolarakis , Johannes Muhle-Karbe , Colm Nee

Book information

Publisher
Springer International Publishing
Year
2013
ISBN
978-3-319-00412-9, 978-3-319-00413-6
DOI
10.1007/978-3-319-00413-6
Language
english
Format
PDF
Filesize
3 MB (3410349 bytes)
Series
Lecture Notes in Mathematics 2081
Edition
1
Pages
316\326
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
EconomicsGame TheorySocial and Behav. Sciences; Financial Economics

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.

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