Methods of Mathematical Finance (Stochastic Modelling and Applied Probability)

By Ioannis Karatzas and Steven E. Shreve

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0387948392
• ISBN13: 9780387948393
• Release Date: October 2016
• Publisher: Springer
• Length: 416 Pages
• Weight: 1.74 lbs.
• Dimensions: 9.8" x 1.5" x 6.8"