Methods of mathematical finance

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.

שנה

1998

שפה

English

הוצאה

Springer

מהדורות

6

עמודים

422

ISBN

9780387948393

מקור הנתונים: Wikidata