| Description |
1 online resource (ix, 316 pages) : illustrations |
| Series |
Lecture notes in mathematics, 1617-9692 ; 2081 |
|
Lecture notes in mathematics (Springer-Verlag) ; 2081.
|
| Contents |
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 |
| Summary |
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 |
| Bibliography |
Includes bibliographical references |
| Notes |
Online resource; title from PDF title page (SpringerLink, viewed July 16, 2013) |
| Subject |
Business mathematics -- Congresses
|
|
Matemáticas financieras -- Congresos
|
|
Business mathematics
|
| Genre/Form |
proceedings (reports)
|
|
Conference papers and proceedings
|
|
Conference papers and proceedings.
|
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Actes de congrès.
|
| Form |
Electronic book
|
| Author |
Benth, Fred Espen, 1969-
|
|
Henderson, Vicky
|
|
Sircar, Ronnie
|
| ISBN |
9783319004136 |
|
3319004131 |
|
3319004123 |
|
9783319004129 |
|
