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Methods of mathematical finance

Ioannis Karatzas · 1998

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About the book

This book should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options.

Book details

Year
1998
Language
English
Publisher
Springer
Editions
6
Pages
422
ISBN
9780387948393

Data source: Wikidata

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