趣味・スポーツ・実用 method of mathematical finance 楽天市場】mathematical financeの通販の詳細情報
楽天市場】mathematical financeの通販。結果を勝ち取る! 実戦のFXテクニカル (稼ぐ投資) | 中野佑也。結果を勝ち取る! 実戦のFXテクニカル (稼ぐ投資) | 中野佑也。978-1-4612-0043-7?as=webp。内容紹介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. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book.