Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth, Dan Crisan, Paolo Guasoni... [et al.]

Collectivité principale: Paris-Princeton lectures on mathematical finance, 05 (2013) Co-auteur: Benth, Fred Espen (1969-) - Auteur ; Crisan, Dan - Auteur ; Guasoni, Paolo - AuteurAuteur secondaire : Sircar, Kaushik Ronnie (1970-) - Editeur scientifique ; Henderson, Vicky - Editeur scientifiqueType de document: CongrèsCollection: Lecture notes in mathematics ; 2081Langue: anglaisPays: SwisseÉditeur: Cham : Springer, cop. 2013Description: 1 vol. (IX-316 p.) : fig. ; 24 cm ISBN: 9783319004129 ; br. Résumé: 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. (Source : Springer).Bibliographie: Bibliogr. en fin de contributions. Sujets MSC: 91-06 Game theory, economics, social and behavioral sciences -- Proceedings, conferences, collections, etc
91Gxx Game theory, economics, social and behavioral sciences -- Mathematical finance
00A71 General -- General and miscellaneous specific topics -- Theory of mathematical modeling
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Bibliogr. en fin de contributions

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. (Source : Springer)

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