GiuseppeCampolieti,Roman N.Makarov
Financial Mathematics: A Comprehensive Treatment in Discrete Time
Financial Mathematics: A Comprehensive Treatment in Discrete Time
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- More about Financial Mathematics: A Comprehensive Treatment in Discrete Time
The textbook provides complete coverage of discrete-time financial models and offers multiple problem-solving approaches, linking related techniques for pricing different types of financial derivatives. It includes new material, a new chapter on probability theory, and expanded solved problems and exercises. It is a comprehensive and unified treatment of the theory and application of mathematical methods in modern-day financial mathematics.
Format: Hardback
Length: 567 pages
Publication date: 09 July 2021
Publisher: Taylor & Francis Ltd
The book has undergone extensive testing and refinement through years of classroom teaching experience. It offers a wealth of examples, problems, and fully worked-out solutions, presenting financial theory and relevant mathematical methods in a mathematically rigorous yet engaging manner. This textbook provides comprehensive coverage of discrete-time financial models, which are fundamental in financial derivative pricing theory. Unlike similar texts in the field, it offers multiple problem-solving approaches, linking related comprehensive techniques for pricing various types of financial derivatives.
Key features of the book include:
In-depth coverage of discrete-time theory and methodology.
Numerous fully worked-out examples and exercises in each chapter.
Mathematically rigorous and consistent yet bridging various basic and more advanced concepts.
A judicious balance of financial theory, mathematical, and computational methods.
A guide to material, including:
Almost 200 pages worth of new material in all chapters.
A new chapter on elementary probability theory.
An expanded set of solved problems and additional exercises.
Answers to all exercises.
This book serves as a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics. It is an invaluable resource for students, professionals, and anyone interested in advancing their knowledge in this field.
Weight: 1268g
Dimension: 182 x 261 x 41 (mm)
ISBN-13: 9781138587878
Edition number: 2 New edition
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