Library of American University of Madaba

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Karatzas, Ioannis.

Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve. - New York : Springer, 1998. - xv, 415 p. ; 25 cm. - Applications of mathematics ; 39 .

Includes bibliographical references ([371]-402) and index.

ISBN: 9780387948393 0387948392 (alk. paper)

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

LC Class. No.: HF5691 / .K3382 1998

Dewey Class. No.: 650.01513 / K182