Methods of Mathematical Finance
Ioannis Karatzas, Steven E. Shreve
Written by two of the best-known researchers in mathematical finance, this book presents techniques of practical importance as well as advanced methods for research. Contingent claim pricing and optimal consumption/investment in both complete and incomplete markets are discussed, as well as Brownian motion in financial markets and constrained consumption and investment. This book treats these topics in a unified manner and is of practical importance to practitioners in mathematical finance, especially for pricing exotic options.
Kategoriler:
Yıl:
2001
Baskı:
Corrected
Yayımcı:
Springer
Dil:
english
Sayfalar:
214
ISBN 10:
0387948392
ISBN 13:
9780387948393
Dosya:
PDF, 6.30 MB
IPFS:
,
english, 2001
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