Authors:
- Presents cutting-edge research in Mathematical Finance
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2081)
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Table of contents (4 chapters)
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Front Matter
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Back Matter
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.
Authors and Affiliations
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Department of Mathematics, University of Oslo, Oslo, Norway
Fred Espen Benth
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Imperial College London Department of Mathematics, London, United Kingdom
Dan Crisan
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School of Mathematical Sciences, Dublin City University, Dublin 9, Ireland
Paolo Guasoni
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Imperial College London Dept of Mathematics, London, United Kingdom
Konstantinos Manolarakis, Colm Nee
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ETH Zurich Department of Mathematics, Zurich, Switzerland
Johannes Muhle-Karbe
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Columbia University Department of Statistics, New York, USA
Philip Protter
Bibliographic Information
Book Title: Paris-Princeton Lectures on Mathematical Finance 2013
Book Subtitle: Editors: Vicky Henderson, Ronnie Sircar
Authors: Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-319-00413-6
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2013
Softcover ISBN: 978-3-319-00412-9Published: 24 July 2013
eBook ISBN: 978-3-319-00413-6Published: 11 July 2013
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: IX, 316
Number of Illustrations: 6 b/w illustrations, 34 illustrations in colour
Topics: Quantitative Finance, Organizational Studies, Economic Sociology