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Methods of Mathematical Finance.
Appartenance & droits
KARATZAS Ioannis ; SHREVE Steven E.
1998
407
0-387-94839-2
131.99-KARAT
FINANCIAL MATHEMATICS ; MONETARY MARKET ; INVESTMENT ; OPTION ; FINANCIAL MARKET
Number of copies : 2
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] |
Contents : Contents
1. A Brownian Motion of Financial Markets
2. Contingent Claim Valuation in a Complete Market
3. Single-Agent Consumption and Investment
4. Equilibrium in a Complete Market
5. Contingent Claims in Incomplete Markets
6. Constrained Consumption and Investment
Nbre volumes : 1
Language : English
Series : Applications of mathematics
Place of publishing : CAMBRIDGE
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque