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Financial Mathematics A Comprehensive Treatment in Continuous Time Volume II [#490524]
Financial Mathematics: A Comprehensive Treatment in Continuous Time: Volume II
by Giuseppe Campolieti
English | 2022 | ISBN: 1138603635 | 511 pages | True PDF | 8.01 MB
The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way.
This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives.
Key features:
In-depth coverage of discrete-time theory and methodology
Numerous, fully worked out examples and exercises in every chapter
Mathematically rigorous and consistent yet bridging various basic and more advanced concepts
Judicious balance of financial theory, mathematical, and computational methods
Guide to Material
This revision contains:
Almost 200 pages worth of new material in all chapters
A new chapter on elementary probability theory
An expanded the set of solved problems and additional exercises
Answers to all exercises
This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics.
The text complements Financial Mathematics: A Comprehensive Treatment in Continuous Time, by the same authors, also published by CRC Press.
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