5th Paris-Princeton Lectures on Mathematical Finance

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 nu...

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Detalles Bibliográficos
Autores principales: Benth, Fred Espen, Crisan, Dan, Guasoni, Paolo, Manolarakis, Konstantinos, Muhle-Karbe, Johannes, Nee, Colm, Protter, Philip
Lenguaje:eng
Publicado: Springer 2013
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-00413-6
http://cds.cern.ch/record/2007901
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author Benth, Fred Espen
Crisan, Dan
Guasoni, Paolo
Manolarakis, Konstantinos
Muhle-Karbe, Johannes
Nee, Colm
Protter, Philip
author_facet Benth, Fred Espen
Crisan, Dan
Guasoni, Paolo
Manolarakis, Konstantinos
Muhle-Karbe, Johannes
Nee, Colm
Protter, Philip
author_sort Benth, Fred Espen
collection CERN
description 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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spelling cern-20079012021-04-22T06:56:53Zdoi:10.1007/978-3-319-00413-6http://cds.cern.ch/record/2007901engBenth, Fred EspenCrisan, DanGuasoni, PaoloManolarakis, KonstantinosMuhle-Karbe, JohannesNee, ColmProtter, Philip5th Paris-Princeton Lectures on Mathematical FinanceMathematical Physics and MathematicsThe 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.Springeroai:cds.cern.ch:20079012013
spellingShingle Mathematical Physics and Mathematics
Benth, Fred Espen
Crisan, Dan
Guasoni, Paolo
Manolarakis, Konstantinos
Muhle-Karbe, Johannes
Nee, Colm
Protter, Philip
5th Paris-Princeton Lectures on Mathematical Finance
title 5th Paris-Princeton Lectures on Mathematical Finance
title_full 5th Paris-Princeton Lectures on Mathematical Finance
title_fullStr 5th Paris-Princeton Lectures on Mathematical Finance
title_full_unstemmed 5th Paris-Princeton Lectures on Mathematical Finance
title_short 5th Paris-Princeton Lectures on Mathematical Finance
title_sort 5th paris-princeton lectures on mathematical finance
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-00413-6
http://cds.cern.ch/record/2007901
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