Paris-Princeton Lectures on Mathematical Finance 2013 Editors: Vicky Henderson, Ronnie Sircar /

• Main Authors: Benth, Fred Espen (Author), Crisan, Dan (Author), Guasoni, Paolo (Author), Manolarakis, Konstantinos (Author), Muhle-Karbe, Johannes (Author), Nee, Colm (Author), Protter, Philip (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
• Series: Lecture Notes in Mathematics, 2081
• Subjects: Mathematics.; Game theory.; Macroeconomics.; Game Theory, Economics, Social and Behav. Sciences.; Macroeconomics/Monetary Economics//Financial Economics.

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...

Table of Contents:

• 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.