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101 0 $aeng
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200 10$aParis-Princeton Lectures on Mathematical Finance 2013 $eEditors: Vicky Henderson, Ronnie Sircar /$fby Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
205   $a1st ed. 2013.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2013.
215   $a1 online resource (IX, 316 p. 40 illus., 34 illus. in color.)
225 1 $aLecture Notes in Mathematics,$x0075-8434 ;$v2081
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a3-319-00412-3 
320   $aIncludes bibliographical references.
327   $aPreface: 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.
330   $aThe current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
410  0$aLecture Notes in Mathematics,$x0075-8434 ;$v2081
606   $aEconomics, Mathematical 
606   $aEconomic sociology
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aOrganizational Studies, Economic Sociology$3https://scigraph.springernature.com/ontologies/product-market-codes/X22020
615  0$aEconomics, Mathematical .
615  0$aEconomic sociology.
615 14$aQuantitative Finance.
615 24$aOrganizational Studies, Economic Sociology.
676   $a332.0151
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700   $aBenth$b Fred Espen$4aut$4http://id.loc.gov/vocabulary/relators/aut$0151492
702   $aCrisan$b Dan$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aGuasoni$b Paolo$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aManolarakis$b Konstantinos$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aMuhle-Karbe$b Johannes$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aNee$b Colm$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aProtter$b Philip$4aut$4http://id.loc.gov/vocabulary/relators/aut
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