趣味・スポーツ・実用 method of mathematical finance Methods of mathematical finance : Karatzas, Ioannis : Freeの詳細情報
Methods of mathematical finance : Karatzas, Ioannis : Free。51nK9idoGyL._UF350,350_QL50_.jpg。A Course on Statistics for Finance - 1st Edition - Stanley L。Transforming Financial Statements into Knowledge Graphs。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.