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Methods of Mathematical Finance 2024 pdf epub mobi 電子書 下載

Methods of Mathematical Finance
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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 2024 pdf epub mobi 電子書 下載

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發表於2024-11-23

Methods of Mathematical Finance 2024 pdf epub mobi 電子書 下載

Methods of Mathematical Finance 2024 pdf epub mobi 電子書 下載

Methods of Mathematical Finance 2024 pdf epub mobi 電子書 下載


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出版者:Springer
作者:Ioannis Karatzas
出品人:
頁數:416
譯者:
出版時間:2001-10-1
價格:USD 109.00
裝幀:Hardcover
isbn號碼:9780387948393
叢書系列:

圖書標籤: 金融數學  金融  數學  finance  金融工程  mathematical  輔助書  math   

Methods of Mathematical Finance 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Methods of Mathematical Finance pdf epub mobi 用戶評價

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基本的金融數學（隨機微積分）參考書

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difficult, only for rocket scientisits.

評分☆☆☆☆☆

difficult, only for rocket scientisits.

評分☆☆☆☆☆

difficult, only for rocket scientisits.

評分☆☆☆☆☆

基本的金融數學（隨機微積分）參考書

Methods of Mathematical Finance 2024 pdf epub mobi 電子書 下載

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