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Search -
Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)
Methods of Mathematical Finance - Stochastic Modelling and Applied Probability
Author:
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. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniquene... more »
Author:
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. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniquene... more »
ISBN-13: 9781441928528
ISBN-10: 1441928529
Publication Date: 2/15/2015
Pages: 416
Rating: ?
ISBN-10: 1441928529
Publication Date: 2/15/2015
Pages: 416
Rating: ?
0 stars, based on 0 rating
Genres:
- Business & Money >> Economics >> Theory
- Business & Money >> Finance
- Business & Money >> Management & Leadership >> Management
- Science & Math >> Mathematics >> Applied >> Game Theory
- Science & Math >> Mathematics >> Applied >> Probability & Statistics
