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.
Categories:
Year:
1998
Edition:
Corrected
Publisher:
Springer
Language:
english
Pages:
432
ISBN 10:
0387227059
ISBN 13:
9780387948393
Series:
Applications of Mathematics 0039
File:
PDF, 2.07 MB
IPFS:
,
english, 1998