Methods of Mathematical Finance 豆 0.0分

资源最后更新于 2020-11-21 02:19:29

作者：Ioannis Karatzas

出版社：Springer

出版日期：2001-01

ISBN：9780387948393

文件格式： pdf

标签： 金融数学 金融 数学 finance 金融工程 mathematical 辅助书 math

简介· · · · · ·

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...