Buch, Englisch, Band 2081, 316 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 4978 g
Reihe: Lecture Notes in Mathematics
Editors: Vicky Henderson, Ronnie Sircar
Buch, Englisch, Band 2081, 316 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 4978 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-319-00412-9
Verlag: Springer International Publishing
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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Weitere Infos & Material
Preface: Vicky Henderson & Ronnie Sircar.- Philip Protter: A Mathematical Theory of FinancialBubbles.- 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.
