Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve.

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Bibliographic Details
Uniform Title:Applications of mathematics ; 39.
Main Author: Karatzas, Ioannis
Other Authors: Shreve, Steven E.
Language:English
Published: New York : Springer, [1998], ©1998.
Series:Applications of mathematics ; 39.
Subjects:
Business mathematics.
Finance > Mathematical models.
Brownian motion processes.
Contingent valuation.
Physical Description:xv, 407 pages ; 25 cm.
Format: Book
Description
Call Number:HF5691 .K3382 1998
Bibliography Note:Includes bibliographical references (pages [371]-402) and index.
ISBN:0387948392 (alk. paper)