9783319004136
IR
EN-52387
انگلیسی
IR
Paris-Princeton Lectures on Mathematical Finance 201
[Book]
:Editors: Vicky Henderson, Ronnie Sircar
/ by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
Heidelberg
: Springer International Publishing :Imprint: Springer,
, 2013.
IX, 316 p. 40 illus., 34 illus. in color., online resource.
(Lecture Notes in Mathematics,0075-8434
; 2081)
Electronic
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.
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.?╗╣
Lecture Notes in Mathematics,0075-8434
2081
Mathematics
Finance
Electronic books
E-BOOK
Benth, Fred Espen.
Crisan, Dan
Guasoni, Paolo
Manolarakis, Konstantinos
Muhle-Karbe, Johannes
Nee, Colm
Protter, Philip
SpringerLink (Online service)
ایران
9783319004129.pdf
عادی
عادی
9783319004129.pdf
متن
old catalog
e
BL
1
a
Y
