Paris-Princeton Lectures on Mathematical Finance 2013 - neues Buch

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ISBN/EAN: 9783319004136

ISBN - alternative Schreibweisen:
978-3-319-00413-6
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: paolo, johannes uhl, henderson dee, dan henderson
Titel des Buches: paris, princeton, mathematical finance, henderson, lectures

Daten vom Verlag:

Autor/in: Fred Espen Benth; Dan Crisan; Paolo Guasoni; Konstantinos Manolarakis; Johannes Muhle-Karbe; Colm Nee; Philip Protter
Titel: Lecture Notes in Mathematics; Paris-Princeton Lectures on Mathematical Finance 2013 - Editors: Vicky Henderson, Ronnie Sircar
Verlag: Springer; Springer International Publishing
316 Seiten
Erscheinungsjahr: 2013-07-11
Cham; CH
Sprache: Englisch
53,49 € (DE)
55,00 € (AT)
59,00 CHF (CH)
Available
IX, 316 p. 40 illus., 34 illus. in color.

EA; E107; eBook; Nonbooks, PBS / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; 91B28, 91B70, 60G49, 49J55, 60H07, 90C46; Applied Mathematics; Mathematical Finance; Stochastic Analysis; quantitative finance; B; Mathematics in Business, Economics and Finance; Economic Sociology; Mathematics and Statistics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Soziologie: Arbeit und Beruf; BC

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.

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.