Title
Methods Of Mathematical Finance (Stochastic Modelling And Applied Probability),New
Sold by Ergodebooks, an authorized reseller.
Returns accepted within 30 days | support@ergodebooks.com
Shipping Information
- Free Standard Shipping — United States only
- Processing Time: 1–3 business days
- Estimated Delivery: 3–5 business days after dispatch
- Double-boxed, fully insured & discreetly packaged
- Tracking number sent via email once dispatched
- Orders over $250 require signature upon delivery. Taxes calculated at checkout.
Returns & Refund
Returns accepted within 30 days of delivery.
Damaged or Defective Item
Free return shipping + replacement or full refund
Wrong Item Received
Free return shipping + replacement or full refund
Change of Mind
Return shipping at customer's expense · 25% restocking fee applies
Payment Option
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 Brownianmotiondriven 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 Incompletemarket 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. This Book Will 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.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.
For more information, please visit www.P65Warnings.ca.gov.