Paris-Princeton Lectures on Mathematical Finance 2013

Released on by Fred Espen Benth
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  • Paris-Princeton Lectures on Mathematical Finance 2013 Book Detail

  • Author : Fred Espen Benth
  • Release Date : 2013-07-11
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 326
  • ISBN 13 : 3319004131
  • File Size : 48,48 MB
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Paris-Princeton Lectures on Mathematical Finance 2013 by Fred Espen Benth PDF Summary

Book Description: 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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