| 书目名称 | Paris-Princeton Lectures on Mathematical Finance 2013 |
| 副标题 | Editors: Vicky Hende |
| 编辑 | Fred Espen Benth,Dan Crisan,Philip Protter |
| 视频video | |
| 概述 | Presents cutting-edge research in Mathematical Finance.Includes supplementary material: |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .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. . |
| 出版日期 | Book 2013 |
| 关键词 | 91B28, 91B70, 60G49, 49J55, 60H07, 90C46; Applied Mathematics; Mathematical Finance; Stochastic Analysi |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-00413-6 |
| isbn_softcover | 978-3-319-00412-9 |
| isbn_ebook | 978-3-319-00413-6Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer International Publishing Switzerland 2013 |
发表于 2025-3-21 19:52:57
