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.
种类:
年:
2001
出版:
Corrected
出版社:
Springer
语言:
english
页:
214
ISBN 10:
0387948392
ISBN 13:
9780387948393
文件:
PDF, 6.30 MB
IPFS:
,
english, 2001
Amazon 
Barnes & Noble 
Bookshop.org 
转换文件
更多搜索结果
其他特权 
关键词
关联书单
