000			01836nam a22002177a 4500
999			_c4541 _d4541
005			20230118125636.0
008			230118b ||||| |||| 00| 0 eng d
020			_a9781138587878
082			_a650.01513 _bCAM
100			_aCampolieti, Giuseppe _910565
245			_aFinancial mathematics: _bcomprehensive treatment in discrete time
250			_a2nd
260			_bCRC Press _aBoco Raton _c2021
300			_axxii, 567 p.
365			_aGBP _b84.99
504			_aTable of Contents List of Figures and Tables Preface 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 References Index
520			_aThe book has been tested and refined 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 way. This textbook provides complete coverage of discrete-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.
650			_aBusiness mathematics _9179
650			_aFinance--Mathematical models _9180
942			_2ddc _cBK