Business & Economics Books:

Paris-Princeton Lectures on Mathematical Finance 2013

Editors: Vicky Henderson, Ronnie Sircar
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Description

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.
Release date Australia
July 24th, 2013
Audience
  • Postgraduate, Research & Scholarly
Contributors
  • Other adaptation by Ronnie Sircar
  • Other adaptation by Vicky Henderson
Illustrations
34 Illustrations, color; 6 Illustrations, black and white; IX, 316 p. 40 illus., 34 illus. in color.
Pages
316
Dimensions
155x235x20
ISBN-13
9783319004129
Product ID
21317289

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