Titlebook: Paris-Princeton Lectures on Mathematical Finance 2013; Editors: Vicky Hende Fred Espen Benth,Dan Crisan,Philip Protter Book 2013 Springer I

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0075-8434 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 (b

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A Mathematical Theory of Financial Bubbles,pposed to an equilibrium theory. This paper attempts to explain the major developments of the theory as it currently stands, including equities, options, forwards and futures, and foreign exchange. It also presents the recent development of a theory of bubble detection. Critiques of the theory are p

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Cubature Methods and Applications,convergence results for these methods are based on certain sharp gradient bounds established by Kusuoka and Stroock under non-Hörmader constraints on diffusion semigroups. These bounds and some other subsequent refinements are covered in these lectures. In addition to the description of the new clas

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Philip Protternd Beispielen zu praxisrelevanten Themen machen das Übungsbuch besonders anschaulichund interessant. .Der Inhalt.Multiple-Choice-Aufgaben.Übungs- und Klausuraufgaben.Textbezogene Aufgaben.Musterlösungen.Die Autoren.Prof. Dr. Peter Winker. lehrt seit 2006 Statistik und Ökonometrie an der Justus-Liebi

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