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Forventes på lager: 30-12-2016
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.
| Forlag | Springer-Verlag New York Inc. |
| Forfattere | Ioannis Karatzas, Steven Shreve |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 1998 ed. |
| Udgivelsesdato | 30-12-2016 |
| Første udgivelsesår | 2016 |
| Serie | Probability Theory and Stochastic Modelling |
| Illustrationer | 20 Illustrations, black and white; XV, 415 p. 20 illus. |
| Originalsprog | United States |
| Sideantal | 415 |
| Indbinding | Hardback |
| Forlag | Springer-Verlag New York Inc. |
| Sideoplysninger | 415 pages, 20 Illustrations, black and white; XV, 415 p. 20 illus. |
| Mål | 164 x 245 x 32 |
| ISBN-13 / EAN-13 | 9781493968145 |