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Methods of mathematical finance

Karatzas, Ioannis.

Methods of mathematical finance Ioannis Karatzas, Steven E. Shreve. - New York : Springer, c1998. - 1 online resource (xv, 407 p.) - Applications of mathematics ; 39 .

Title from e-book title screen (viewed October 15, 2007).

ISBN: 9786610006823 0387948392 (Cloth)

LCCN: 2008700239

Subjects--Topical Terms:
Business mathematics.
Finance
Brownian motion processes.
Contingent valuation.

Dewey Class. No.: 650

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