Methods of mathematical finance

Author(s)

• Karatzas, Ioannis
• Shreve, Steven E.

Bibliographic Information

Methods of mathematical finance

Ioannis Karatzas, Steven E. Shreve

（Applications of mathematics, 39）

Springer, c2010

Details

• NCID: BB13783830
• ISBN:
  • 9781441928528
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xv, 415 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.015118
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Brownian motion processes
  • LCSH : Contingent valuation
• Parent Bibliography ID:
  • BA00256802