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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. Mathematics for finance : an introduction to financial engineering (: pbk)
Marek Capiński and Tomasz Zastawniak
出版情報: London : Springer, c2003  x, 310 p. ; 24 cm
シリーズ名: Springer undergraduate mathematics series
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Introduction: A Simple Market Model
Risk-Free Assets
Risky Assets
Discrete Time Market Models
Portfolio Management
Forward and Futures Contracts
Options: General Properties
Option Pricing
Financial Engineering
Variable Interest Rates
Stochastic Interest Rates
Solutions
Bibliography
Glossary of Symbols
Index
Introduction: A Simple Market Model
Risk-Free Assets
Risky Assets
3.

図書
図書
3. Exponential functionals of Brownian motion and related processes
Marc Yor
出版情報: Berlin : Springer, c2001  vii, 203 p. ; 24 cm
シリーズ名: Springer finance
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On certain exponential functions of real Brownian motion
On Some Exponential Functionals of Brownian Motion
Some relations between Bessel processes
Asian options and confluent hypergeometric functions
The laws of exponential functions of Brownian motion, taken at various random times
Bessel Processes
Asian option and perpetuities
Further Results on Exponential Functionals of Brownian Motion
From Planar Brownian Windings to Asian Options
On exponential functions of certain Levy processes
On Some Exponential-Integral Functionals of Bessel Processes
Exponential Functionals of Brownian Motion and Disordered Systems
On certain exponential functions of real Brownian motion
On Some Exponential Functionals of Brownian Motion
Some relations between Bessel processes
4.

図書
図書
4. More mathematical finance
Mark S. Joshi
出版情報: Melbourne : Pilot Whale Press, 2011  xv, 484 p. ; 27 cm
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