Methods of Mathematical Finance
Editorial Reviews
Book Description
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.
Book Info
Of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimum consumption & investment, leading to equilibrium, is addressed to the theoretical finance community & the subject of contingent claim valuation present techniques of practical importance particularly in pricing exotic options. DLC: Business mathematics.
Methods of Mathematical Finance
Methods of Mathematical Finance,Ioannis Karatzas,Steven E. Shreve,Springer,0387948392,Applied,Brownian motion processes,Business & Economics,Business Mathematics,Business/Economics,Contingent valuation,Finance,Financial Economics (General),General,Mathematical models,Mathematics,Applied mathematics,Business & Economics / Finance,Economic theory & philosophy,Probability & statistics
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