Books+ Search Results

Financial mathematics : a comprehensive treatment

Title
Financial mathematics : a comprehensive treatment / Giuseppe Campolieti, Roman N. Makarov.
ISBN
1439892423
9781439892428
9781439892435
1439892431
9781439892428
Published
Boca Raton, FL : CRC Press, 2013.
Physical Description
1 online resource (xxvi, 798 pages) : illustrations.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Variant and related titles
O'Reilly Safari. OCLC KB.
Other formats
Print version: Campolieti, Giuseppe. Financial Mathematics : A Comprehensive Treatment. Boca Raton : CRC Press, ©2014
Format
Books / Online
Language
English
Added to Catalog
January 14, 2020
Series
Chapman & Hall/CRC financial mathematics series.
Chapman & Hall/CRC financial mathematics series
Bibliography
Includes bibliographical references (pages 795-798).
Contents
I. Introduction to pricing and management of financial securites: Mathematics of Compounding
Primer on Pricing Risky Securities
Portfolio Management
Primer on Derivative Securities
II. Discrete-time modeling: Single-Period Arrow-Debreu Models
Introduction to Discrete-Time Stochastic Calculus
Replication and Pricing in the Binomial Tree Model
General Multi-Asset Multi-Period Model
III. Continuous-time modeling: Essentials of General Probability Theory
One-Dimensional Brownian Motion and Related Processes
Introduction to Continuous-Time Stochastic Calculus
Risk-Neutral Pricing in the (B, S) Economy: One Underlying Stock
Risk-Neutral Pricing in a Multi-Asset Economy
American Options
Interest-Rate Modelling and Derivative Pricing
Alternative Models of Asset Price Dynamics
IV. Computational Techniques
Introduction to Monte Carlo and Simulation Methods
Numerical Applications to Derivative Pricing.
Also listed under
Makarov, Roman N.
Safari Books Online (Firm)
Citation

Available from:

Online
Loading holdings.
Unable to load. Retry?
Loading holdings...
Unable to load. Retry?