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130711s2013 gw | s |||| 0|eng d |
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|a 9783319004136
|9 978-3-319-00413-6
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|a 10.1007/978-3-319-00413-6
|2 doi
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|a HB144
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|a BUS069030
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|a 519
|2 23
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|a Benth, Fred Espen.
|e author.
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|a Paris-Princeton Lectures on Mathematical Finance 2013
|b Editors: Vicky Henderson, Ronnie Sircar /
|c by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter.
|h [electronic resource] :
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|a Heidelberg :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2013.
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| 300 |
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|a IX, 316 p. 40 illus., 34 illus. in color.
|b online resource.
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|a text
|b txt
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|a computer
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|b PDF
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|a Lecture Notes in Mathematics,
|v 2081
|x 0075-8434 ;
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| 505 |
0 |
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|a 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.
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|a 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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|a Mathematics.
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| 650 |
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|a Finance.
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|a Mathematics.
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|a Game Theory, Economics, Social and Behav. Sciences.
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|a Financial Economics.
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| 700 |
1 |
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|a Crisan, Dan.
|e author.
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| 700 |
1 |
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|a Guasoni, Paolo.
|e author.
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| 700 |
1 |
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|a Manolarakis, Konstantinos.
|e author.
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| 700 |
1 |
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|a Muhle-Karbe, Johannes.
|e author.
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| 700 |
1 |
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|a Nee, Colm.
|e author.
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| 700 |
1 |
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|a Protter, Philip.
|e author.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783319004129
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| 830 |
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|a Lecture Notes in Mathematics,
|v 2081
|x 0075-8434 ;
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| 856 |
4 |
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|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-319-00413-6
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|a ZDB-2-SMA
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|a Mathematics and Statistics (Springer-11649)
|