Methods of mathematical finance - Info and Reading Options
By Ioannis Karatzas
"Methods of mathematical finance" was published by Springer in 1998 - New York, it has 407 pages and the language of the book is English.
“Methods of mathematical finance” Metadata:
- Title: ➤ Methods of mathematical finance
- Author: Ioannis Karatzas
- Language: English
- Number of Pages: 407
- Publisher: Springer
- Publish Date: 1998
- Publish Location: New York
“Methods of mathematical finance” Subjects and Themes:
- Subjects: ➤ Mathematical models - Contingent valuation - Brownian motion processes - Business mathematics - Finance - Economics - Mathematics - Distribution (Probability theory) - Probability Theory and Stochastic Processes - Quantitative Finance
Edition Specifications:
- Pagination: xv, 407 p. ;
Edition Identifiers:
- The Open Library ID: OL354550M - OL1858791W
- Online Computer Library Center (OCLC) ID: 38536026
- Library of Congress Control Number (LCCN): 98014284 - 2008700239
- ISBN-10: 0387948392
- All ISBNs: 0387948392
AI-generated Review of “Methods of mathematical finance”:
"Methods of mathematical finance" Description:
The Open Library:
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.
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