Primary navigation:

QFINANCE Quick Links
QFINANCE Reference
Add the QFINANCE search widget to your website

Home > Financial Information Sources > Mathematical Finance > Methods of Mathematical Finance

Financial Information Sources

Methods of Mathematical Finance

Ioannis Karatzas, Steven E. Shreve
3rd Edition
New York: Springer, 2001
422pp, ISBN: 978-0-387-94839-3

This technical exploration of mathematical finance methods presents techniques of practical importance, as well as advanced methods for research. It focuses on applications of stochastic analysis and optimal control theory to various problems, and provides analysis of portfolio optimization and valuation problems under constraints, as well as contingent claim pricing and optimal consumption/investment in both complete and incomplete markets.

Back to top

Share this page

  • Facebook
  • Twitter
  • LinkedIn
  • Bookmark and Share