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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| Egile Nagusiak: | , , , , , , |
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| Erakunde egilea: | |
| Beste egile batzuk: | , |
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Cham :
Springer International Publishing
[20..].
Cham : Springer Nature |
| Edizioa: | 1st ed. 2013. |
| Saila: | Lecture Notes in Mathematics
2081 |
| Gaiak: | |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
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 |
Aurkibidea:
- Preface: 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