Financial mathematics: a comprehensive treatment
Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels. Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of...
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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Boca Raton, FL
CRC Press
2013
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| Schriftenreihe: | Chapman & Hall/CRC financial mathematics series
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| Schlagwörter: | |
| Links: | https://learning.oreilly.com/library/view/-/9781439892435/?ar |
| Zusammenfassung: | Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels. Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors' teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. 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. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance. |
| Beschreibung: | Includes bibliographical references (pages 795-798). - Online resource; title from title page (Safari, viewed May 6, 2014) |
| Umfang: | 1 Online-Ressource (xxvi, 798 Seiten) illustrations. |
| ISBN: | 1439892423 9781439892428 9781439892435 1439892431 |
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| spelling | Campolieti, Giuseppe VerfasserIn aut Financial mathematics a comprehensive treatment Giuseppe Campolieti, Roman N. Makarov Boca Raton, FL CRC Press 2013 1 Online-Ressource (xxvi, 798 Seiten) illustrations. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Chapman & Hall/CRC financial mathematics series Includes bibliographical references (pages 795-798). - Online resource; title from title page (Safari, viewed May 6, 2014) Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels. Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors' teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones. Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems. 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. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance. Business mathematics Mathématiques financières Makarov, Roman N. MitwirkendeR ctb 9781439892428 Erscheint auch als Druck-Ausgabe 9781439892428 |
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| title | Financial mathematics a comprehensive treatment |
| title_auth | Financial mathematics a comprehensive treatment |
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| title_full | Financial mathematics a comprehensive treatment Giuseppe Campolieti, Roman N. Makarov |
| title_fullStr | Financial mathematics a comprehensive treatment Giuseppe Campolieti, Roman N. Makarov |
| title_full_unstemmed | Financial mathematics a comprehensive treatment Giuseppe Campolieti, Roman N. Makarov |
| title_short | Financial mathematics |
| title_sort | financial mathematics a comprehensive treatment |
| title_sub | a comprehensive treatment |
| topic | Business mathematics Mathématiques financières |
| topic_facet | Business mathematics Mathématiques financières |
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