Methods of Mathematical Finance (Hardcover)

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Product Overview

Written by two of the best-known researchers in mathematical finance, this book presents techniques of practical importance as well as advanced methods for research. Contingent claim pricing and optimal consumption/investment in both complete and incomplete markets are discussed, as well as Brownian motion in financial markets and constrained consumption and investment. This book treats these topics in a unified manner and is of practical importance to practitioners in mathematical finance, especially for pricing exotic options.

Specifications

Publisher Springer Verlag
Mfg Part# 9780387948393
SKU 30370657
Format Hardcover
ISBN10 0387948392
Release Date 4/10/2007
Physical
Dimensions (in Inches) 9.75H x 6.75L x 1.5T
From the Publisher
Editors Note Written by two of the best-known researchers in mathematical finance, this book presents techniques of practical importance as well as advanced methods for research. Contingent claim pricing and optimal consumption/investment in both complete and incomplete markets are discussed, as well as Brownian motion in financial markets and constrained consumption and investment. This book treats these topics in a unified manner and is of practical importance to practitioners in mathematical finance, especially for pricing exotic options.
Product Attributes
Book Format Hardcover
Number of Pages 0416
Publisher Springer
Series Part 39

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