GiuseppeCampolieti,Roman N.Makarov

Financial Mathematics: A Comprehensive Treatment in Discrete Time

Financial Mathematics: A Comprehensive Treatment in Discrete Time

YOU SAVE £5.15

Regular price £86.84 GBP
Regular price £91.99 GBP Sale price £86.84 GBP
5% OFF Sold out
Tax included. Shipping calculated at checkout.
  • Condition: Brand new
  • UK Delivery times: Usually arrives within 2 - 3 working days
  • UK Shipping: Fee starts at £2.39. Subject to product weight & dimension
Trustpilot 4.5 stars rating  Excellent
We're rated excellent on Trustpilot.
  • 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

UK and International shipping information

UK Delivery and returns information:

  • Delivery within 2 - 3 days when ordering in the UK.
  • Shipping fee for UK customers from £2.39. Fully tracked shipping service available.
  • Returns policy: Return within 30 days of receipt for full refund.

International deliveries:

Shulph Ink now ships to Australia, Canada, France, Ireland, Italy, Germany, Spain, Netherlands, New Zealand, United States of America, Belgium, India, United Arab Emirates.

  • Delivery times: within 5 - 10 days for international orders.
  • Shipping fee: charges vary for overseas orders. Only tracked services are available for international orders.
  • Customs charges: If ordering to addresses outside the United Kingdom, you may or may not incur additional customs and duties fees during local delivery.
View full details