Karatzas, Ioannis

Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve - New York, N.Y. : Springer-Verlag, 1998 - 415 p. - Applications of mathematics ; 39 .

Includes bibliographical references and index

0387948392


BUSINESS MATHEMATICS
FINANCE--MATHEMATICAL MODELS
BROWNIAN MOTION PROCESSES
CONTINGENT VALUATION

HF5691 / K372M