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method of mathematical finance
7699円
method of mathematical finance
商品の状態未使用に近い
配送料の負担送料込み(出品者負担)
配送の方法らくらくメルカリ便
発送元の地域東京都
発送までの日数2~3日で発送
内容紹介 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.