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Methods Of Mathematical Finance

by Steven Shreve e Ioannis Karatzas
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., December of 2016 ‧
124,37€
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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.

Methods Of Mathematical Finance

by Steven Shreve e Ioannis Karatzas

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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