Financial Mathematics: A Comprehensive Treatment in Continuous Time Volume II

The book provides a comprehensive and unified treatment of continuous-time financial models, with an emphasis on problem-solving approaches and mathematical rigor. It includes new material, solved problems, and exercises and is suitable for both undergraduate and graduate students in finance and mathematics.

Format: Hardback
Length: 492 pages
Publication date: 21 December 2022
Publisher: Taylor & Francis Ltd

The book has undergone extensive testing and refinement 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 manner. This textbook provides comprehensive coverage of continuous-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 continuous-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 and mathematical methods Guide to Material This revision contains: Almost 150 pages worth of new material in all chapters An appendix on probability theory An expanded 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 Discrete Time, by the same authors, also published by CRC Press.

Weight: 1128g
Dimension: 185 x 262 x 38 (mm)
ISBN-13: 9781138603639