Methods of Mathematical Finance or Brinks Modern Internal Auditing

Methods of Mathematical Finance

Author: Ioannis Karatzas

This book should be of interest to researchers wishing to see advanced mathematics applied to finance. The material on optimal consumption and investment, leading to equilibrium, is addressed to the theoretical finance community. The chapters on contingent claim valuation present techniques of practical importance, especially for pricing exotic options.

Table of Contents:

	Preface
1	A Brownian Model of Financial Markets	1
2	Contingent Claim Valuation in a Complete Market	36
3	Single-Agent Consumption and Investment	88
4	Equilibrium in a Complete Market	159
5	Contingent Claims in Incomplete Markets	199
6	Constrained Consumption and Investment	260
App. A	Essential Supremum of a Family of Random Variables	323
App. B	On the Model of Section 1.1	327
App. C	On Theorem 6.4.1	335
App. D	Optimal Stopping for Continuous-Parameter Processes	349
App. E	The Clark Formula	363
	References	371
	Index	403

Look this: Almost Homemade or Mediterranean Summer

Brink's Modern Internal Auditing

Author: Robert Moeller

Brink's Modern Internal Auditing, Sixth Edition is a comprehensive resource and reference book on the changing world of internal auditing, including Sarbanes-Oxley compliance issues.
* Sixth edition of a very well respectede auditing resource.
* Provides an overview of the role and responsibilities of the internal auditor.
* Includes discussion of the Sarbanes-Oxley Act and the impact it has on auditing (particualry concerning controls).
* Provides expanded coverage of fraud and business ethics.
* Includes guidance on reporting results effectively.
* Provides in-depth discussion of internal audit and corporate governance.