| Titre : | Methods of mathematical finance | | Type de document : | texte imprimé | | Auteurs : | Karatzas, Ioannis ; Shreve, Steven E. | | Editeur : | Springer-Verlag | | Année de publication : | 1998 | | Collection : | Applications of Mathematics num. 39 | | Importance : | xv - 407 p. | | ISBN/ISSN/EAN : | 978-0-387-94839-3 | | Langues : | Anglais | | Catégories : | 91-XX Game theory, economics, social and behavioral sciences:91-02 Research exposition (monographs, survey articles)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B24 Price theory and market structure
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B26 Market models (auctions, bargaining, bidding, selling, etc.)
| | Mots-clés : | theory of pricing and hedging brownian model of financial markets derivative securities mean-variance analysis of portfolios mathematical finance | | Index. décimale : | 90C Monographie |
Methods of mathematical finance [texte imprimé] / Karatzas, Ioannis ; Shreve, Steven E. . - [S.l.] : Springer-Verlag, 1998 . - xv - 407 p.. - ( Applications of Mathematics; 39) . ISBN : 978-0-387-94839-3 Langues : Anglais | Catégories : | 91-XX Game theory, economics, social and behavioral sciences:91-02 Research exposition (monographs, survey articles)
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B24 Price theory and market structure
91-XX Game theory, economics, social and behavioral sciences:91BXX Mathematical economics :91B26 Market models (auctions, bargaining, bidding, selling, etc.)
| | Mots-clés : | theory of pricing and hedging brownian model of financial markets derivative securities mean-variance analysis of portfolios mathematical finance | | Index. décimale : | 90C Monographie |
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Methods of mathematical finance
