Billede af bogens forside - Methods of Mathematical Finance

Methods of Mathematical Finance

af Ioannis Karatzas, m.fl.

Bog, Hardback, Engelsk, 2016

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9781493968145
  • Udgivet30/12/2016
  • Udgivet afSpringer-Verlag New York Inc.
  • Længde415 sider
  • ForfattereIoannis Karatzas, Steven Shreve
  • GenreBusiness og læring, Økonomi og finans