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Methods Of Mathematical Finance (Stochastic Modelling And Applied Probability),New Cope Generated By Huge Alien ArtifactsThis 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 Brownianmotiondriven 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
