UID:
almahu_9947363767602882
Umfang:
IX, 316 p. 40 illus., 34 illus. in color.
,
online resource.
ISBN:
9783319004136
Serie:
Lecture Notes in Mathematics, 2081
Inhalt:
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.
Anmerkung:
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.
In:
Springer eBooks
Weitere Ausg.:
Printed edition: ISBN 9783319004129
Sprache:
Englisch
DOI:
10.1007/978-3-319-00413-6
URL:
http://dx.doi.org/10.1007/978-3-319-00413-6
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