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Paris-Princeton Lectures on Mathematical Finance 2013.
・ISBN 978-3-319-00412-9 soft EUR 49.99
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| 著者・編者 | Benth, Fred Espen / Crisan, D. / Guasoni, P. et al., |
|---|---|
| シリーズ | Lecture Notes in Mathematics |
| 出版社 | (Springer, GW) |
| 出版年月 | 2013 |
| ページ数 | 200 S. |
| 言語 | ENG |
| ニュース番号 | ＜606-L210＞ |
解説
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.