Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar

by Fred Espen Benth, Dan Crisan, Paolo Guasoni

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.

• Format: Paperback
• Language: English
• ISBN: 3319004123
• ISBN13: 9783319004129
• Release Date: July 2013
• Publisher: Springer
• Length: 316 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.8" x 6.1" x 9.0"