Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar (Lecture Notes in Mathematics, 2081)

Benth, Fred Espen; Crisan, Dan; Guasoni, Paolo; Manolarakis, Konstantinos; Muhle-Karbe, Johannes; Nee, Colm; Protter, Philip

ISBN 10: 3319004123 ISBN 13: 9783319004129

Published by Springer, 2013

Language: English

Condition: New Soft cover

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Bibliographic Details

Title

Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar (Lecture Notes in Mathematics, 2081)

Publisher

Springer

Publication Date

2013

Language

English

ISBN 10

3319004123

ISBN 13

9783319004129

Binding

Soft cover

Condition

New

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Synopsis

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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