【オンライン限定商品】 Amazon.com: Finance Mathematical and Probability, Measure, 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。令和6年新米きぬむすめ白米5キロ。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.