Financial Mathematics: A Comprehensive Treatment
INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricin...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Philadelphia, PA
CRC Press
2014
|
| Series: | Chapman and Hall/CRC Financial Mathematics Series
|
| Subjects: | |
| Summary: | INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricing in the Binomial Tree ModelGeneral Multi-Asset Multi-Period ModelCONTINUOUS-TIME MODELING Essentials of General Probability TheoryOne-Dimensional Brownian Motion and Related ProcessesIntroduction to Continuous-Time Stochastic CalculusRisk-Neutral Pricing in the (B, S) Economy: One Underlying StockRisk-Neutral Pricing in a Multi-Asset EconomyAmerican OptionsAlternative Models of Asset Price DynamicsInterest-Rate Modeling and Derivative PricingCOMPUTATIONAL TECHNIQUESIntroduction to Monte Carlo and Simulation MethodsNumerical Applications to Derivative PricingAppendix: Some Useful Integral Identities and Symmetry Properties of Normal Random Variables Glossary of Symbols and Abbreviations References Index |
| Item Description: | Description based on publisher supplied metadata and other sources |
| Physical Description: | 1 online resource (826 pages) |
| ISBN: | 9781439892435 9781439892428 |
Staff View
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| spelling | Campolieti, Giuseppe Verfasser (DE-588)1241207194 aut Financial Mathematics A Comprehensive Treatment Philadelphia, PA CRC Press 2014 © 2014 1 online resource (826 pages) txt rdacontent c rdamedia cr rdacarrier Chapman and Hall/CRC Financial Mathematics Series Description based on publisher supplied metadata and other sources INTRODUCTION TO PRICING AND MANAGEMENT OF FINANCIAL SECURITIES Mathematics of CompoundingPrimer on Pricing Risky SecuritiesPortfolio ManagementPrimer on Derivative SecuritiesDISCRETE-TIME MODELINGSingle-Period Arrow-Debreu ModelsIntroduction to Discrete-Time Stochastic CalculusReplication and Pricing in the Binomial Tree ModelGeneral Multi-Asset Multi-Period ModelCONTINUOUS-TIME MODELING Essentials of General Probability TheoryOne-Dimensional Brownian Motion and Related ProcessesIntroduction to Continuous-Time Stochastic CalculusRisk-Neutral Pricing in the (B, S) Economy: One Underlying StockRisk-Neutral Pricing in a Multi-Asset EconomyAmerican OptionsAlternative Models of Asset Price DynamicsInterest-Rate Modeling and Derivative PricingCOMPUTATIONAL TECHNIQUESIntroduction to Monte Carlo and Simulation MethodsNumerical Applications to Derivative PricingAppendix: Some Useful Integral Identities and Symmetry Properties of Normal Random Variables Glossary of Symbols and Abbreviations References Index Mathematisches Modell Finance -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Makarov, Roman Sonstige (DE-588)1038679419 oth Erscheint auch als Druck-Ausgabe Campolieti, Giuseppe Financial Mathematics : A Comprehensive Treatment 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Campolieti, Giuseppe Financial Mathematics A Comprehensive Treatment Mathematisches Modell Finance -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 |
| title | Financial Mathematics A Comprehensive Treatment |
| title_auth | Financial Mathematics A Comprehensive Treatment |
| title_exact_search | Financial Mathematics A Comprehensive Treatment |
| title_full | Financial Mathematics A Comprehensive Treatment |
| title_fullStr | Financial Mathematics A Comprehensive Treatment |
| title_full_unstemmed | Financial Mathematics A Comprehensive Treatment |
| title_short | Financial Mathematics |
| title_sort | financial mathematics a comprehensive treatment |
| title_sub | A Comprehensive Treatment |
| topic | Mathematisches Modell Finance -- Mathematical models Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathematisches Modell Finance -- Mathematical models Finanzmathematik |
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