发表于2024-11-23
Methods of Mathematical Finance 2024 pdf epub mobi 电子书
图书标签: 金融数学 金融 数学 finance 金融工程 mathematical 辅助书 math
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.
difficult, only for rocket scientisits.
评分difficult, only for rocket scientisits.
评分difficult, only for rocket scientisits.
评分基本的金融数学(随机微积分)参考书
评分基本的金融数学(随机微积分)参考书
Methods of Mathematical Finance 2024 pdf epub mobi 电子书