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グランドホールセール Lectures Mathematics: Financial given of Session 3rd the at 趣味・スポーツ・実用
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商品詳細情報
| 管理番号 | 中古 ：24415533804 | 発売日 | 2024/05/22 | 定価 | 7700円 | 型番 | 24415533804 | ||
|---|---|---|---|---|---|---|---|---|---|
| カテゴリ | |||||||||
グランドホールセール Lectures Mathematics: Financial given of Session 3rd the at 趣味・スポーツ・実用
Financial Mathematics: Lectures given at the 3rd Session of。Amazon.com: The Concepts and Practice of Mathematical。Amazon.com: The Concepts and Practice of Mathematical。Amazon.com: The Concepts and Practice of Mathematical。
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.
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・雑誌・漫画>>>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 |
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