Paris-Princeton Lectures on Mathematical Finance 2013 (Record no. 29301)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03146nam a22005655i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319004136 |
| -- | 978-3-319-00413-6 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Benth, Fred Espen. |
| 245 10 - TITLE STATEMENT | |
| Title | Paris-Princeton Lectures on Mathematical Finance 2013 |
| Sub Title | Editors: Vicky Henderson, Ronnie Sircar / |
| Statement of responsibility, etc | by Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Heidelberg : |
| Name of publisher | Springer International Publishing : |
| -- | Imprint: Springer, |
| Year of publication | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | IX, 316 p. 40 illus., 34 illus. in color. |
| Other physical details | online resource. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Mathematics, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Finance. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Game Theory, Economics, Social and Behav. Sciences. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Financial Economics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Crisan, Dan. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Guasoni, Paolo. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Manolarakis, Konstantinos. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Muhle-Karbe, Johannes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nee, Colm. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Protter, Philip. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-319-00413-6 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-BOOKS |
| 264 #1 - | |
| -- | Heidelberg : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
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| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
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| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0075-8434 ; |
| Withdrawn status | Lost status | Damaged status | Not for loan | Current library | Accession Number | Uniform Resource Identifier | Koha item type |
|---|---|---|---|---|---|---|---|
| IMSc Library | EBK7 | http://dx.doi.org/10.1007/978-3-319-00413-6 | E-BOOKS |