Methods of Mathematical Finance pdf epub mobi txt 电子书 下载 2024


Methods of Mathematical Finance

简体网页||繁体网页
Ioannis Karatzas
Springer
2001-10-1
416
USD 109.00
Hardcover
9780387948393

图书标签: 金融数学  金融  数学  finance  金融工程  mathematical  辅助书  math   


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发表于2024-12-25

Methods of Mathematical Finance epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Methods of Mathematical Finance epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Methods of Mathematical Finance pdf epub mobi txt 电子书 下载 2024



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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 uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book. This book will be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options.

Methods of Mathematical Finance 下载 mobi epub pdf txt 电子书

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Methods of Mathematical Finance pdf epub mobi txt 电子书 下载
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