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M. Musiela ; M. Rutkowski | London [GBR] : Springer | Stochastic Modelling and Applied Probability (DEU), ISSN 0172-4568 | 1997The book provides a up to date treatment of the main topics in the theory of option pricing. The first part of the text deals with simple discrete models of financial markets, including the Cox-Ross-Rubinstein binomial model. No knowledge of pro[...]ouvrage
I. Karatzas ; S. Shreve | London [GBR] : Springer | Stochastic Modelling and Applied Probability (DEU), ISSN 0172-4568 | 1998Within the context of Brownian-motion-driven asset prices, this book develops contingent claim pricing and optimal consumption-investment in both complete and incomplete markets. The latter topic is extended to a study of equilibrium, providing [...]thèse/mémoire
