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Financial mathematics : = a comprehe...

Campolieti, Giuseppe.

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Financial mathematics : = a comprehensive treatment /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial mathematics :/ Giuseppe Campolieti, Roman N. Makarov.
其他題名:	a comprehensive treatment /
作者:	Campolieti, Giuseppe.
其他作者:	Makarov, Roman N.
出版者:	Boca Raton ;CRC Press, : c2014.,
面頁冊數:	xxvi, 805 p. :ill. ;26 cm.
內容註:	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.
標題:	Finance - Mathematical models. -
ISBN:	9781439892428

Financial mathematics : = a comprehensive treatment /
Campolieti, Giuseppe.

Financial mathematics :a comprehensive treatment /Giuseppe Campolieti, Roman N. Makarov. - Boca Raton ;CRC Press,c2014. - xxvi, 805 p. :ill. ;26 cm. - Chapman & Hall/CRC financial mathematics series.

Includes bibliographical references and index.

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.

ISBN: 9781439892428UK60.99

LCCN: 2014397342Subjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106 / .C35 2014

Financial mathematics : = a comprehensive treatment /
LDR:01669cam a2200217 a 4500 001 2017673
003 DLC
005 20150319142208.0
008 161003s2014 flua 001 0 eng
010 $a 2014397342
020 $a 9781439892428 $q (hbk.) : $c UK60.99
020 $a 1439892423 $q (hbk.)
020 $z 9781439892435 $q (ebook)
040 $a DLC $b eng $c DLC $d DLC
042 $a pcc
050 0 0 $a HG106 $b .C35 2014
100 1 $a Campolieti, Giuseppe. $3 776297
245 1 0 $a Financial mathematics : $b a comprehensive treatment / $c Giuseppe Campolieti, Roman N. Makarov.
260 $a Boca Raton ; $a London : $b CRC Press, $c c2014.
300 $a xxvi, 805 p. : $b ill. ; $c 26 cm.
490 0 $a Chapman & Hall/CRC financial mathematics series
504 $a Includes bibliographical references and index.
505 0 $a 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.
650 0 $a Finance $x Mathematical models. $3 578740
700 1 $a Makarov, Roman N. $3 2184863