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Paris-Princeton Lectures on Mathematical Finance 2013
Fred Espen Benth • Dan Crisan • Paolo Guasoni • Konstantinos Manolarakis • Johannes Muhle-Karbe
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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.
- Format: Pocket/Paperback
- ISBN: 9783319004129
- Språk: Engelska
- Antal sidor: 316
- Utgivningsdatum: 2013-07-24
- Förlag: Springer International Publishing AG