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Methods of Mathematical Finance
Methods of Mathematical Finance
Author: 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 co...  more »
ISBN-13: 9780387948393
ISBN-10: 0387948392
Publication Date: 9/21/2001
Pages: 422
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Publisher: Springer
Book Type: Hardcover
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