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Area della Ricerca di Padova
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Methods of mathematical finance /
by Karatzas, Ioannis
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Authors:
Shere, Steven E.
Series:
Applications of mathematics ;
. 39
Published by :
Springer,
(New York : )
Physical details: XV, 407 p. 24 cm.
Subject(s):
Business mathematics
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Finance-mathematical models
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Brownian motion processes
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Contingent valuation
Year : 1998
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| Item type | Location | Call Number | Copy | Status | Date Due |
|---|---|---|---|---|---|
| Books | Istituto di Ingegneria Biomedica | HF5691.K3382 (Browse Shelf) | 1 | Available |
Contents. 1. A Brownian motion of financial markets. 2. Contingent claimvaluation in a complete market. 3. Single-Agent consumption and investm ent. 4. Equilibrium in a complete market. 5. Contingent claims in incomplete markets. 6. Constrained consumption and investment.
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