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. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated ...
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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. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book. This book will 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.
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Add this copy of Methods of Mathematical Finance (Stochastic Modelling to cart. £6.56, poor condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1998 by Springer-Verlag.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 850grams, ISBN: 9780387948393.
Add this copy of Methods of Mathematical Finance (Stochastic Modelling to cart. £16.56, fair condition, Sold by Orion Tech rated 5.0 out of 5 stars, ships from Arlington, TX, UNITED STATES, published 2016 by Springer.
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Add this copy of Applications of Mathematics: Stochastic Modelling and to cart. £36.83, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1998 by Springer.
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Volume 39. This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 850grams, ISBN: 9780387948393.
Add this copy of Methods of Mathematical Finance to cart. £39.06, very good condition, Sold by Moe's Books rated 3.0 out of 5 stars, ships from Berkeley, CA, UNITED STATES, published 1998 by Springer.
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Very good. No jacket. Cover is shelf worn, but otherwise is in excellent condition with no visible flaws. Binding is tight and inside is clean and unmarked.
Add this copy of Methods of Mathematical Finance (Stochastic Modelling to cart. £44.19, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Springer.
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Add this copy of Methods of Mathematical Finance (Stochastic Modelling to cart. £92.57, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2016 by Springer.
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