Methods Of Mathematical Finance

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E-Book Overview

This book should 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.

E-Book Information

  • Year: 1,998

  • Edition: Corrected

  • Pages: 214

  • Pages In File: 214

  • Language: English

  • Topic: 305

  • Library: mexmat

  • Issue: 24

  • Identifier: 0387948392,9780387948393,9780387227054

  • Ddc: 650/.01/513

  • Lcc: HF5691 .K3382 1998

  • Org File Size: 88,735,433

  • Extension: pdf

  • Tags: Финансово-экономические дисциплины Финансовая математика

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