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Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
Mitwirkende(r): Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: SpringerLink Bücher | Lecture notes in mathematics ; 2081Verlag: Cham [u.a.] : Springer, 2013Beschreibung: Online-Ressource (IX, 316 p. 40 illus., 34 illus. in color, online resource)ISBN:- 9783319004136
- 519
- HB144 QA269-272
- HB144
- QA269-272
Inhalte:
Zusammenfassung: 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.Zusammenfassung: 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.PPN: PPN: 1652963251Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SXMS | ZDB-2-LNM | ZDB-2-SMA
Preface: Vicky Henderson & Ronnie SircarPhilip 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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