【お買い得!】 Measure, Amazon.com: Probability, Finance Mathematical and 趣味・スポーツ・実用の詳細情報
Amazon.com: Measure, Probability, and Mathematical Finance。61ZC9cisZKL._AC_UF350,。Computational Financial Mathematics using MATHEMATICA。ぞ*c様 埼玉県産 新米 コシヒカリ 1.5kg➕️おまけ1合。The Concepts and Practice of Mathematical Finance by Mark。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.