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おすすめ人気ランキング2024年 Mathematical of Methods Finance and Modelling (Stochastic 趣味・スポーツ・実用
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商品詳細情報
| 管理番号 |
新品 ：68627200324
中古 ：68627200324-1 |
メーカー | fdc2a3aa699183 | 発売日 | 2025-04-05 08:36 | 定価 | 7700円 | ||
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おすすめ人気ランキング2024年 Mathematical of Methods Finance and Modelling (Stochastic 趣味・スポーツ・実用
Methods of Mathematical Finance (Stochastic Modelling and,The Concepts and Practice of Mathematical Finance by Mark,Amazon.com: The Concepts and Practice of Mathematical,51JAr67dqhL._AC_UF1000,,The Concepts and Practice of Mathematical Finance by Mark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.
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