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Amazon.co.jp: Methods of Mathematical Finance (Stochastic。Amazon.com: Mathematical Methods for Financial Markets。Mathematical Methods for Finance: Tools for Asset and Risk。The Concepts and practice of mathematical finance : Joshi。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.