Lecture Notes in Mathematics - Paris-Princeton Lectures on Mathematical Finance 2013
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Published By Springer International Publishing

9783319004129, 9783319004136

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A Mathematical Theory of Financial Bubbles

Lecture Notes in Mathematics - Paris-Princeton Lectures on Mathematical Finance 2013 ◽

10.1007/978-3-319-00413-6_1 ◽

2013 ◽

pp. 1-108 ◽

Author(s):

Philip Protter

Keyword(s):

Mathematical Theory ◽

Financial Bubbles

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Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling

Lecture Notes in Mathematics - Paris-Princeton Lectures on Mathematical Finance 2013 ◽

10.1007/978-3-319-00413-6_2 ◽

2013 ◽

pp. 109-167 ◽

Author(s):

Fred Espen Benth

Keyword(s):

Stochastic Volatility ◽

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Portfolio Choice with Transaction Costs: A User’s Guide

Lecture Notes in Mathematics - Paris-Princeton Lectures on Mathematical Finance 2013 ◽

10.1007/978-3-319-00413-6_3 ◽

2013 ◽

pp. 169-201 ◽

Author(s):

Paolo Guasoni ◽

Johannes Muhle-Karbe

Keyword(s):

Transaction Costs ◽

Portfolio Choice

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Cubature Methods and Applications

Lecture Notes in Mathematics - Paris-Princeton Lectures on Mathematical Finance 2013 ◽

10.1007/978-3-319-00413-6_4 ◽

2013 ◽

pp. 203-316 ◽

Author(s):

D. Crisan ◽

K. Manolarakis ◽

C. Nee

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