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

• Κύριοι συγγραφείς: Benth, Fred Espen (Συγγραφέας), Crisan, Dan (Συγγραφέας), Guasoni, Paolo (Συγγραφέας), Manolarakis, Konstantinos (Συγγραφέας), Muhle-Karbe, Johannes (Συγγραφέας), Nee, Colm (Συγγραφέας), Protter, Philip (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
• Σειρά: Lecture Notes in Mathematics, 2081
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.