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020 _a9783319004136
_9978-3-319-00413-6
024 7 _a10.1007/978-3-319-00413-6
_2doi
050 4 _aHB144
050 4 _aQA269-272
072 7 _aPBUD
_2bicssc
072 7 _aMAT011000
_2bisacsh
072 7 _aBUS069030
_2bisacsh
082 0 4 _a519
_223
100 1 _aBenth, Fred Espen.
_eauthor.
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2013
_h[electronic resource] :
_bEditors: Vicky Henderson, Ronnie Sircar /
_cby Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter.
264 1 _aHeidelberg :
_bSpringer International Publishing :
_bImprint: Springer,
_c2013.
300 _aIX, 316 p. 40 illus., 34 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2081
505 0 _aPreface: 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.
520 _aThe 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.
650 0 _aMathematics.
650 0 _aFinance.
650 1 4 _aMathematics.
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
650 2 4 _aFinancial Economics.
700 1 _aCrisan, Dan.
_eauthor.
700 1 _aGuasoni, Paolo.
_eauthor.
700 1 _aManolarakis, Konstantinos.
_eauthor.
700 1 _aMuhle-Karbe, Johannes.
_eauthor.
700 1 _aNee, Colm.
_eauthor.
700 1 _aProtter, Philip.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319004129
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2081
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-319-00413-6
912 _aZDB-2-SMA
912 _aZDB-2-LNM
999 _c6933
_d6933