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 Ne |
| Publisher: | Springer Nature |
| Print ISBN: | 9783319004129 |
| eText ISBN: | 9783319004136 |
| Edition: | 0 |
| Copyright: | 2013 |
| Format: | Reflowable |
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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.