WAFAA AHMED MOHAMMED SAID2018-09-202018-09-202007-01http://hdl.handle.net/123456789/12787We solve the problem of an agent who seeks to maximize expected utility from consumption plus expected utility from terminal wealth and give asummary of optimal consumption and portfolio method , the market model is quite general , allowing the coefficient processes to be stochastic process. We study hedging strategies in incomplete market by compute the upper hedging price hup (K) . Finally , we get an optimal portifolio problem with logarithmic utility in markets with insider where the deriving process is a l'evy process .enCONSUMPTION PROBLEMS -statisticsThesis