Paris-Princeton Lectures on Mathematical Finance 2013 - Editors: Vicky Henderson, Ronnie Sircar (Paperback, 2013 ed.)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Lecture Notes in Mathematics, 2081
Release date:	July 2013
First published:	2013
Authors:	Fred Espen Benth • Dan Crisan • Paolo Guasoni • Konstantinos Manolarakis • Johannes Muhle-Karbe • Colm Nee • Philip Protter
Adapted by:	Vicky Henderson • Ronnie Sircar
Dimensions:	235 x 155 x 19mm (L x W x T)
Format:	Paperback
Pages:	316
Edition:	2013 ed.
ISBN-13:	978-3-319-00412-9
Categories:	Books > Business & Economics > Economics > Macroeconomics > Monetary economics Books > Science & Mathematics > Mathematics > Optimization > Game theory
LSN:	3-319-00412-3
Barcode:	9783319004129

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