Methods of Mathematical Finance: 39 (Probability Theory and Stochastic Modelling, 39)

by Steven Shreve (Author), Ioannis Karatzas (Author)

New
Hardcover
2017
$171.20

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.

Synopsis

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.

$171.20

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 430
Edition: 1st ed. 1998
Publisher: Springer
Published: 12 Jul 2017
ISBN 10: 1493968149
ISBN 13: 9781493968145

Methods of Mathematical Finance: 39 (Probability Theory and Stochastic Modelling, 39)

New

$171.20

Synopsis

$171.20

More Information