Methods of Mathematical Finance

Description:

This book should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options.

subjects: Mathematical models,  Contingent valuation,  Brownian motion processes,  Business mathematics,  Finance,  Economics,  Mathematics,  Distribution (Probability theory),  Probability Theory and Stochastic Processes,  Quantitative Finance