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.
Editions · 5
Paperback
1998 · Springer
407 pp · EN
9780387948393
Paperback
2001 · Springer
422 pp · EN
9780387948393
Paperback
2015 · Springer
416 pp · EN
9781441928528
Paperback
2016 · Springer
436 pp · EN
9781468493153
Hardback
2016 · Springer
430 pp · EN
9781493968145
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