Paris-Princeton Lectures on Mathematical Finance 2013 / Fred Espen Benth ... [et al.] ; editors, Vicky Henderson, Ronnie Sircar.

Other author/creatorBenth, Fred Espen, 1969-
Other author/creatorCrisan, Dan.
Other author/creatorGuasoni, Paolo.
Other author/creatorManolarakis, Konstantinos.
Other author/creatorMuhle-Karbe, Johannes.
Other author/creatorNee, Colm.
Other author/creatorProtter, Philip E.
Other author/creatorHenderson, Vicky.
Other author/creatorSircar, Ronnie.
SeriesLecture notes in mathematics, 0075-8434 ; 2081
Lecture notes in mathematics (Springer-Verlag) ; 2081.
Contents A mathematical theory of financial bubbles / Philip Protter -- Stochastic volatility and dependency in energy markets: multi-factor modelling / Fred Espen Benth -- Portfolio choice with transaction costs: a user's guide / Paolo Guasoni and Johannes Muhle-Karbe -- Cubature methods and Applications / D. Crisan, K. Manolarakis, and C. Nee.
Bibliography noteIncludes bibliographical references.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2013941989
ISBN9783319004129
ISBN3319004123

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