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＜電子ブック＞
Paris-Princeton Lectures on Mathematical Finance 2013 : Editors: Vicky Henderson, Ronnie Sircar / by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
(Lecture Notes in Mathematics. ISSN:16179692 ; 2081)

版	1st ed. 2013.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2013
大きさ	IX, 316 p. 40 illus., 34 illus. in color : online resource
著者標目	*Benth, Fred Espen author Crisan, Dan author Guasoni, Paolo author Manolarakis, Konstantinos author Muhle-Karbe, Johannes author Nee, Colm author Protter, Philip author SpringerLink (Online service)
件　名	LCSH:Social sciences—Mathematics LCSH:Economic sociology FREE:Mathematics in Business, Economics and Finance FREE:Economic Sociology
一般注記	Preface: Vicky Henderson & Ronnie Sircar -- Philip Protter: A Mathematical Theory of Financial Bubbles -- Fred Espen Benth: Stochastic Volatility and Dependency in Energy Markets – Multi-Factor Modelling -- Paolo Guasoni: Portfolio Choice with Transaction Costs: a User's Guide -- Dan Crisan: Cubature Methods and Applications 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 HTTP:URL=https://doi.org/10.1007/978-3-319-00413-6

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