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OverviewThe 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. Full Product DetailsAuthor: Fred Espen Benth , Dan Crisan , Paolo Guasoni , Konstantinos ManolarakisPublisher: Springer International Publishing AG Imprint: Springer International Publishing AG Edition: 2013 ed. Volume: 2081 Dimensions: Width: 15.50cm , Height: 2.00cm , Length: 23.50cm Weight: 4.978kg ISBN: 9783319004129ISBN 10: 3319004123 Pages: 316 Publication Date: 24 July 2013 Audience: College/higher education , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsPreface: 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.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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