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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
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2016年12月30日 |
| ISBN13 | 9781493968145 |
| 出版社 | Springer-Verlag New York Inc. |
| ページ数 | 415 |
| 寸法 | 245 × 164 × 32 mm · 812 g |
| 言語 | 英語 |
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