Contributions

  • Shreve, Steven E. - Contributor

Publication

1998 - Springer, New York, New York (State)

Language

English

Word Count

101,750 words, Guess

Page Count

407 pages

Identifiers

and 2 more
  • LibraryThing733860
  • Goodreads534343

Classifications

  • DDC650/.01/513
  • LCCHF5691 .K3382 1998

Description

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.

Subjects

Series Statement

  • Applications of mathematics ;

Other Editions

  • Methods of mathematical financeSpringer1998-01-01

Similar Books

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!