Paris-Princeton Lectures on Mathematical Finance 2013

Editors: Vicky Henderson, Ronnie Sircar

Herausgegeben: Henderson, Vicky; Sircar, Ronnie
Versandkostenfrei!
Versandfertig in 6-10 Tagen
38,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
19 °P sammeln!
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 prod...