Paris-Princeton lectures on mathematical finance 2013
著者
書誌事項
Paris-Princeton lectures on mathematical finance 2013
（Lecture notes in mathematics, 2081）
Springer, c2013
- : pbk
大学図書館所蔵 件 / 全44件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Other authors: Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter
Includes references
内容説明・目次
内容説明
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.
目次
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.
「Nielsen BookData」 より