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Methods of Mathematical Finance Karatzas, Ioannis/ Shreve, Steven E. 1 of 1
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FORMAT: Paperback
CONDITION:  Brand New
IN STOCK: Usually Ships within 1 business day
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Learn more about Methods of Mathematical Finance:

Format: Paperback
ISBN-10: 1441928529
ISBN-13: 9781441928528
Sku: 223737145
Publish Date: 8/13/2012
Dimensions:  (in Inches) 9H x 6L x 1T
Pages:  416
Age Range:  NA
See more in Economics / Theory
 
From the Publisher:
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.

Product Attributes

Product attributeBook Format:   Paperback
Product attributeNumber of Pages:   0416
Product attributePublisher:   Springer
Product attributeSeries Part:   39
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