Methods of Mathematical Finance

Methods of Mathematical Finance
by: Ioannis Karatzas S. E. Shreve I. Karatzas

* Publisher: Springer
* Number Of Pages: 422
* Publication Date: 2001-09-21
* Sales Rank: 335685
* ISBN / ASIN: 0387948392
* EAN: 9780387948393
* Binding: Hardcover
* Manufacturer: Springer
* Studio: Springer
* Average Rating: 4
* Total Reviews: 4

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.


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