Paris-Princeton lectures on mathematical finance 2013 [Documento electrónico] / Fred Espen Benth ... [et al.] ; Editors Vicky Henderson, Ronnie Sircar
Language: eng.Country: Germany.Publication: Heidelberg : Springer International Publishing, 2013Description: IX, 316 p. : il.ISBN: 978-3-319-00413-6.Series: Lecture Notes in MathematicsSubject - Topical Name: Matemática financeira Online Resources:Click here to access onlineItem type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
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E-Books | Biblioteca NOVA FCT Online | Não Ficção | HF5691.SPR FCT 81826 (Browse shelf(Opens below)) | 1 | Available |
Colocação: Online
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.
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