Methods of Mathematical Finance

by: Ioannis Karatzas S. E. Shreve I. Karatzas

Details

* Publisher: SpringerDescription

* 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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