HOT ! 趣味・スポーツ・実用 method of mathematical finance Amazon.com: Methods of Mathematical Finance (Probability

Amazon.com: Methods of Mathematical Finance (Probability。趣味・スポーツ・実用 method of mathematical finance Amazon。楽天市場】mathematical financeの通販。978-3-662-22551-6?as=webp。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.