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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.

Business & Economics --- Mathematics --- Physical Sciences & Mathematics --- Algebra --- Economic Theory --- Mathematics. --- Economics, Mathematical. --- Quantitative Finance. --- Financial Economics. --- Business mathematics --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Finance. --- Organizational Studies, Economic Sociology. --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Economic sociology. --- Economic sociology --- Socio-economics --- Socioeconomics --- Sociology of economics --- Sociology --- Mathematical economics --- Econometrics --- Social aspects --- Methodology --- Sociological aspects.