Methods of Mathematical Finance
This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets. The latter topic is extended to the s...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
1998.
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| Series: | Applications of Mathematics, Stochastic Modelling and Applied Probability,
39 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
