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1.

図書
図書
1. Methods of mathematical finance
Ioannis Karatzas, Steven E. Shreve
出版情報: New York : Springer, c1998  xv, 407 p. ; 24 cm
シリーズ名: Applications of mathematics ; 39
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A Brownian Motion of Financial Markets
Contingent Claim Valuation in a Complete Market
Single-Agent Consumption and Investment
Equilibrium in a Complete Market
Contingent Claims in Incomplete Markets
Constrained Consumption and Investment
A Brownian Motion of Financial Markets
Contingent Claim Valuation in a Complete Market
Single-Agent Consumption and Investment
2.

図書
図書
2. Lectures on the mathematics of finance (: pbk)
Ioannis Karatzas
出版情報: Providence, RI : American Mathematical Society, c1997  xii, 148 p. ; 26 cm
シリーズ名: CRM monograph series ; v. 8
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The model
Complete markets: Pricing Optimization Equilibrium / Part 1：
Incomplete markets: Hedging Optimization Pricing Transaction costs / Part 2：
Historical Notes / Appendix A：
Bibliography
The model
Complete markets: Pricing Optimization Equilibrium / Part 1：
Incomplete markets: Hedging Optimization Pricing Transaction costs / Part 2：
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