TY  - BOOK
AU  - Benth,Fred Espen
AU  - Crisan,Dan
AU  - Guasoni,Paolo
AU  - Manolarakis,Konstantinos
AU  - Muhle-Karbe,Johannes
AU  - Nee,Colm
AU  - Protter,Philip
ED  - SpringerLink (Online service)
TI  - Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar 
T2  - Lecture Notes in Mathematics,
SN  - 9783319004136
AV  - HB144 
U1  - 519 23
PY  - 2013///
CY  - Heidelberg
PB  - Springer International Publishing, Imprint: Springer
KW  - Mathematics
KW  - Game theory
KW  - Macroeconomics
KW  - Game Theory, Economics, Social and Behav. Sciences
KW  - Macroeconomics/Monetary Economics//Financial Economics
N1  - 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
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-319-00413-6
ER  -