Paris-Princeton Lectures on Mathematical Finance 2013
Editors: Vicky Henderson, Ronnie Sircar
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- €42.99
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- €42.99
Publisher 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.
Inspired by Finance
2013
Financial Markets in Continuous Time
2007
Stochastic Analysis with Financial Applications
2011
Functionals of Multidimensional Diffusions with Applications to Finance
2013
Mathematics of Financial Markets
2006
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
2007