HOT ! 趣味・スポーツ・実用 method of mathematical finance Amazon.com: Mathematical Models of Financial Derivatives

Amazon.com: Mathematical Models of Financial Derivatives。978-1-4612-0043-7.jpg。The Concepts and Practice of Mathematical Finance 2nd。Amazon.co.jp: Mathematical Finance: Theory, Modeling。内容紹介This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several　heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book.