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Methods of Mathematical Finance - Ioannis Karatzas - Bog

Bag om Methods of Mathematical Finance

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781493968145
  • Indbinding:
  • Hardback
  • Sideantal:
  • 415
  • Udgivet:
  • 30. december 2016
  • Udgave:
  • 11998
  • Størrelse:
  • 245x164x32 mm.
  • Vægt:
  • 812 g.
  • 8-11 hverdage.
  • 9. december 2024

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Methods of Mathematical Finance

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.

Brugerbedømmelser af Methods of Mathematical Finance



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