Paris-Princeton Lectures on Mathematical Finance 2013 [[electronic resource] ] : Editors: Vicky Henderson, Ronnie Sircar / / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter |
Autore | Benth Fred Espen |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
Disciplina | 332.0151 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
ISBN | 3-319-00413-1 |
Classificazione | 91B2891B7060G4949J5560H0790C46 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNISA-996466662503316 |
Benth Fred Espen | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
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 |
Autore | Benth Fred Espen |
Edizione | [1st ed. 2013.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 |
Descrizione fisica | 1 online resource (IX, 316 p. 40 illus., 34 illus. in color.) |
Disciplina | 332.0151 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Economics, Mathematical
Economic sociology Quantitative Finance Organizational Studies, Economic Sociology |
ISBN | 3-319-00413-1 |
Classificazione | 91B2891B7060G4949J5560H0790C46 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
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. |
Record Nr. | UNINA-9910733733903321 |
Benth Fred Espen | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|