Paris-Princeton Lectures on Mathematical Finance 2013
Download or Read eBook Paris-Princeton Lectures on Mathematical Finance 2013 PDF written by Fred Espen Benth and published by Springer. This book was released on 2013-07-11 with total page 326 pages. Available in PDF, EPUB and Kindle.
| Author | : Fred Espen Benth |
| Publisher | : Springer |
| Total Pages | : 326 |
| Release | : 2013-07-11 |
| ISBN-10 | : 9783319004136 |
| ISBN-13 | : 3319004131 |
| Rating | : 4/5 (36 Downloads) |
Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2013 by : Fred Espen Benth
Book excerpt: 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.
