Fred Espen Benth,
Dan Crisan,
Paolo Guasoni,
Konstantinos Manolarakis,
Johannes Muhle-Karbe,
Colm Nee,
Philip Protter
e.a.
Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
Paperback Engels 2013 2013e druk 9783319004129
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783319004129
Taal:Engels
Bindwijze:paperback
Aantal pagina's:316
Uitgever:Springer International Publishing
Druk:2013
Lezersrecensies
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Inhoudsopgave
<p>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. <br><br></p><p><br></p><br>
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