Paris-Princeton Lectures on Mathematical Finance 2013
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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| Huvudupphovsmän: | , , , , , , |
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| Övriga upphovsmän: | , |
| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Upplaga: | 1st ed. 2013. |
| Serie: | Lecture Notes in Mathematics
2081 |
| Ämnen: | |
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
L'impression du document génère 326 p. Autres contributions : Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter (co-auteurs) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Paris-Princeton lectures on mathematical finance 2013, Fred Espen Benth, Dan Crisan, Paolo Guasoni... [et al.], Cham (Suisse), Springer, 2013, 1 vol. (IX-316 p.), Lecture notes in mathematics, 978-3-319-00412-9 • Paris-Princeton Lectures on Mathematical Finance 2013, Texte imprimé, 9783319004143 |
| Sammanfattning: | 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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| Beskrivning: | L'impression du document génère 326 p. Autres contributions : Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter (co-auteurs) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografi: | Notes bibliogr. |
| ISBN: | 9783319004136 |
| ISSN: | 1617-9692 |
| Tillgång: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |