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Methods Of Mathematical Finance
language: english
Publisher:
SPRINGER-VERLAG NEW YORK INC., December of 2016 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781493968145 |
| Publisher: | SPRINGER-VERLAG NEW YORK INC. |
| Release Date: | December of 2016 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Hardcover |
| Pages: | 415 |
| Format: | Book |
| Collection: | Probability Theory And Stochastic Modelling |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9781493968145 |
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