Paris-Princeton lectures on mathematical finance 2013 / Fred Espen Benth, Dan Crisan, Paolo Guasoni... [et al.] ; Vicky Henderson, Ronnie Sircar, editors
Type de document : CongrèsCollection : Lecture notes in mathematics, 2081Langue : anglais.Pays: Swisse.Éditeur : Cham : Springer, cop. 2013Description : 1 vol. (IX-316 p.) : fig. ; 24 cmISBN: 9783319004129.ISSN: 0075-8434.Bibliographie : Bibliogr. en fin de contributions.Sujet MSC : 91-06, Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
00A71, General and miscellaneous specific topics, General theory of mathematical modelingEn-ligne : Springerlink | Zentralblatt
| Item type | Current library | Call number | Status | Date due | Barcode |
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Congrès
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CMI Salle 2 | 91-06 BEN (Browse shelf(Opens below)) | Available | 12206-01 |
Bibliogr. en fin de contributions
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. (Source : Springer)
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