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
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| Autore: |
Benth Fred Espen
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| Titolo: |
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
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| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
| Edizione: | 1st ed. 2013. |
| Descrizione fisica: | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
| Disciplina: | 332.0151 |
| Soggetto topico: | Economics, Mathematical |
| Economic sociology | |
| Quantitative Finance | |
| Organizational Studies, Economic Sociology | |
| Classificazione: | 91B2891B7060G4949J5560H0790C46 |
| Persona (resp. second.): | CrisanDan |
| GuasoniPaolo | |
| ManolarakisKonstantinos | |
| Muhle-KarbeJohannes | |
| NeeColm | |
| ProtterPhilip | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Paris-Princeton lectures on mathematical finance 2013 |
| ISBN: | 3-319-00413-1 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910733733903321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture Notes in Mathematics, . 0075-8434 ; ; 2081