Lecture Notes in Mathematics

Paris-Princeton Lectures on Mathematical Finance 2013

Editors: Vicky Henderson, Ronnie Sircar

Authors: Benth, F.E., Crisan, D., Guasoni, P., Manolarakis, K., Muhle-Karbe, J., Nee, C., Protter, P.E.

Editors: Henderson, Vicky, Sircar, Ronnie (Eds.)

  • Presents cutting-edge research in Mathematical Finance

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eBook $69.99
price for USA (gross)
  • ISBN 978-3-319-00413-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-3-319-00412-9
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  • Usually dispatched within 3 to 5 business days.
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About this book

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.

Table of contents (4 chapters)

  • A Mathematical Theory of Financial Bubbles

    Protter, Philip

    Pages 1-108

  • Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling

    Benth, Fred Espen

    Pages 109-167

  • Portfolio Choice with Transaction Costs: A User’s Guide

    Guasoni, Paolo (et al.)

    Pages 169-201

  • Cubature Methods and Applications

    Crisan, D. (et al.)

    Pages 203-316

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-3-319-00413-6
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-3-319-00412-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Paris-Princeton Lectures on Mathematical Finance 2013
Book Subtitle
Editors: Vicky Henderson, Ronnie Sircar
Authors
Editors
  • Vicky Henderson
  • Ronnie Sircar
Series Title
Lecture Notes in Mathematics
Series Volume
2081
Copyright
2013
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-00413-6
DOI
10.1007/978-3-319-00413-6
Softcover ISBN
978-3-319-00412-9
Series ISSN
0075-8434
Edition Number
1
Number of Pages
IX, 316
Number of Illustrations and Tables
6 b/w illustrations, 34 illustrations in colour
Topics