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Methods of Mathematical Finance - Probability Theory and Stochastic Modelling Ioannis Karatzas 1998 edition
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Methods of Mathematical Finance - Probability Theory and Stochastic Modelling
Ioannis Karatzas
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.
415 pages, 20 black & white illustrations, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 30, 2016 |
| ISBN13 | 9781493968145 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 415 |
| Dimensions | 245 × 164 × 32 mm · 812 g |
| Language | English |
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