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020 _a9783319004136
_99783319004136
024 7 _a10.1007/9783319004136
_2doi
035 _avtls000345661
039 9 _a201509030906
_bVLOAD
_c201405050323
_dVLOAD
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040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHB144
100 1 _aBenth, Fred Espen.
_eautor
_9321205
245 1 0 _aParis-Princeton Lectures on Mathematical Finance 2013 :
_bEditors: Vicky Henderson, Ronnie Sircar /
_cby Fred Espen Benth, Dan Crisan, Paolo Guasoni, Konstantinos Manolarakis, Johannes Muhle-Karbe, Colm Nee, Philip Protter.
264 1 _aHeidelberg :
_bSpringer International Publishing :
_bImprint: Springer,
_c2013.
300 _aIx, 316 páginas 40 ilustraciones, 34 ilustraciones en color.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2081
500 _aSpringer eBooks
505 0 _aPreface: 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 _aThe 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aCrisan, Dan.
_eautor
_9299475
700 1 _aGuasoni, Paolo.
_eautor
_9324283
700 1 _aManolarakis, Konstantinos.
_eautor
_9324284
700 1 _aMuhle-Karbe, Johannes.
_eautor
_9324285
700 1 _aNee, Colm.
_eautor
_9324286
700 1 _aProtter, Philip.
_eautor
_9324287
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783319004129
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-319-00413-6
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c292473
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