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METHODS OF MATHEMATICAL FINANC
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Written by two of the best-known researchers in mathematical finance, this book presents techniques of practical importance as well as advanced methods for research. Contingent claim pricing and optimal consumption/investment in both complete and incomplete markets are discussed, as well as Brownian motion in financial markets and constrained consumption and investment. This book treats these topics in a unified manner and is of practical importance to practitioners in mathematical finance, especially for pricing exotic options.
| Author: | KARATZAS |
|---|---|
| ISBN-13: | 9780387948393 |
| ISBN-10: | 9780387948393 |
| Publisher: | SPRINGER-VERLAG |
|---|
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