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Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar
Paperback
Series: Lecture Notes in Mathematics, Book 2081
EconomicsInvesting & FinanceGeneral Mathematics
ISBN13: 9783319004129
Publisher: Springer Nature
Published: Jul 24 2013
Pages: 316
Weight: 1.00
Height: 0.80 Width: 6.10 Depth: 9.00
Language: English
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.
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