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
• Language: English
• Published: Heidelberg : Springer International Publishing : Imprint: Springer, 2013.
• Series: Lecture Notes in Mathematics, 2081
• Subjects: Mathematics.; Finance.; Game Theory, Economics, Social and Behav. Sciences.; Financial Economics.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00413-6
• Physical Description: IX, 316 p. 40 illus., 34 illus. in color. online resource.
• ISBN: 9783319004136
• ISSN: 0075-8434

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.