Bibliograph

Financial mathematics, a comprehensive treatment in discrete time, by Giuseppe Campolieti, Roman N. Makarov

Type

Label

Financial mathematics, a comprehensive treatment in discrete time, by Giuseppe Campolieti, Roman N. Makarov

Language

eng

Bibliography note

Includes bibliographical references and index

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Financial mathematics

Nature of contents

bibliography

Oclc number

1228007785

Responsibility statement

by Giuseppe Campolieti, Roman N. Makarov

Series statement

Chapman & Hall/CRC financial mathematics series

Sub title

a comprehensive treatment in discrete time

Table Of Contents

I Introduction to Pricing and Management of Financial Securities. 1 Mathematics of Compounding 2 Primer on Pricing Risky Securities 3 Portfolio Management 4 Primer on Derivative Securities II Discrete-Time Modelling 5 Single-Period Arrow–Debreu Models 6 Introduction to Discrete-Time Stochastic Calculus 7 Replication and Pricing in the Binomial Tree Model 8 General Multi-Asset Multi-Period Model Appendices A Elementary Probability Theory B Glossary of Symbols and Abbreviations C Answers and Hints to Exercises

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