Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar: 2081 (Lecture Notes in Mathematics)

by Dan Crisan (Contributor), Fred Espen Benth (Author), Dan Crisan (Contributor), Konstantinos Manolarakis (Contributor), Johannes Muhle-Karbe (Contributor), Colm Nee (Contributor), Ronnie Sircar (Adapter), Philip Protter (Contributor), Fred Espen Benth (Author), Vicky Henderson (Adapter), Paolo Guasoni (Contributor)

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  Paperback
  2013

  $70.28

  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.