Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar by Fred Espen BenthParis-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar by Fred Espen Benth

Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar

byFred Espen Benth, Dan Crisan, Paolo Guasoni

Paperback | July 24, 2013

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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.
Title:Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie SircarFormat:PaperbackDimensions:316 pagesPublished:July 24, 2013Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319004123

ISBN - 13:9783319004129

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Table of 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.