Paris-Princeton lectures on mathematical finance 2013:
Gespeichert in:
Format: | Elektronisch E-Book |
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Sprache: | English |
Veröffentlicht: |
Cham [u.a.]
Springer International Publ.
2013
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Schriftenreihe: | Lecture Notes in Mathematics
2081 |
Schlagworte: | |
Online-Zugang: | Volltext Inhaltsverzeichnis Abstract |
Beschreibung: | 1 Online-Ressource (IX, 316 S.) graph. Darst. 235 mm x 155 mm |
ISBN: | 3319004123 9783319004136 |
DOI: | 10.1007/978-3-319-00413-6 |
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Datensatz im Suchindex
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adam_text | PARIS-PRINCETON LECTURES ON MATHEMATICAL FINANCE 2013
/ BENTH, FRED ESPEN
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
PARIS-PRINCETON LECTURES ON MATHEMATICAL FINANCE 2013
/ BENTH, FRED ESPEN
: 2013
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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spelling | Paris-Princeton lectures on mathematical finance 2013 Fred Espen Benth ... Eds.: Vicky Henderson ... Paris- Princeton lectures on mathematical finance 2013 Cham [u.a.] Springer International Publ. 2013 1 Online-Ressource (IX, 316 S.) graph. Darst. 235 mm x 155 mm txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Mathematics 2081 Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Finanzmathematik (DE-588)4017195-4 s DE-604 Henderson, Vicky Sonstige (DE-588)171896173 oth Benth, Fred Espen Sonstige (DE-588)171901983 oth Erscheint auch als Druck-Ausgabe, Paperback 978-3-319-00412-9 Lecture Notes in Mathematics 2081 (DE-604)BV014303148 2081 https://doi.org/10.1007/978-3-319-00413-6 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026193512&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026193512&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
spellingShingle | Paris-Princeton lectures on mathematical finance 2013 Lecture Notes in Mathematics Finanzmathematik (DE-588)4017195-4 gnd |
subject_GND | (DE-588)4017195-4 (DE-588)4143413-4 |
title | Paris-Princeton lectures on mathematical finance 2013 |
title_alt | Paris- Princeton lectures on mathematical finance 2013 |
title_auth | Paris-Princeton lectures on mathematical finance 2013 |
title_exact_search | Paris-Princeton lectures on mathematical finance 2013 |
title_full | Paris-Princeton lectures on mathematical finance 2013 Fred Espen Benth ... Eds.: Vicky Henderson ... |
title_fullStr | Paris-Princeton lectures on mathematical finance 2013 Fred Espen Benth ... Eds.: Vicky Henderson ... |
title_full_unstemmed | Paris-Princeton lectures on mathematical finance 2013 Fred Espen Benth ... Eds.: Vicky Henderson ... |
title_short | Paris-Princeton lectures on mathematical finance 2013 |
title_sort | paris princeton lectures on mathematical finance 2013 |
topic | Finanzmathematik (DE-588)4017195-4 gnd |
topic_facet | Finanzmathematik Aufsatzsammlung |
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