【正規販売店】 趣味/スポーツ/実用 method of mathematical finance 趣味/スポーツ/実用

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.

カテゴリー:	本・音楽・ゲーム>>>本>>>趣味/スポーツ/実用
商品の状態:	未使用に近い
色:	イエロー系/オレンジ系
配送料の負担:	送料込み(出品者負担)
配送の方法:	佐川急便/日本郵便
発送元の地域:	東京都
発送までの日数:	2~3日で発送