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Amazon.com: The Concepts and Practice of Mathematical,61Yc4ymxIhL.jpg,Amazon.com: The Concepts and Practice of Mathematical,what-is-financial-toolbox-,Amazon.com: The Concepts and Practice of Mathematical内容紹介This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent claim pricing and optimal consumption/investment in both complete and incomplete markets, within the context of Brownian-motion-driven asset prices. The latter topic is extended to a study of equilibrium, providing conditions for existence and uniqueness of market prices which support trading by several　heterogeneous agents. Although much of the incomplete-market material is available in research papers, these topics are treated for the first time in a unified manner. The book contains an extensive set of references and notes describing the field, including topics not treated in the book.