000			03123nam a22002177a 4500
005			20241201180548.0
008			241201b |||||||| |||| 00| 0 eng d
020			_a9781138603639
082			_a320.015195 _bCAM
100			_aCampolieti, Giuseppe _910565
245			_aFinancial mathematics Vol. II: _ba comprehensive treatment in continuous time
260			_bCRC Press _aBoca Raton _c2023
300			_axvii, 492 p.
365			_aGBP _b86.99
490			_aTextbooks in Mathematics
504			_aTable of content: Part I: Stochastic Calculus with Brownian Motion 1. One-Dimensional Brownian Motion and Related Processes 2. Introduction to Continuous-Time Stochastic Calculus Part II Continuous-Time Modelling 3. Risk-Neutral Pricing in the (B; S) Economy: One Underlying Stock 4. Risk-Neutral Pricing in a Multi-Asset Economy 5. American Options 6. Interest-Rate Modelling and Derivative Pricing 7. Alternative Models of Asset Price Dynamics A. Essentials of General Probability Theory B. Some Useful Integral (Expectation) Identities and Symmetry Properties of Normal Random Variables C. Answers and Hints to Exercises D. Glossary of Symbols and Abbreviations Greek Alphabet References Index [https://www.routledge.com/Financial-Mathematics-A-Comprehensive-Treatment-in-Continuous-Time-Volume-II/Campolieti-Makarov/p/book/9781138603639]
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 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 A 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. (https://www.routledge.com/Financial-Mathematics-A-Comprehensive-Treatment-in-Continuous-Time-Volume-II/Campolieti-Makarov/p/book/9781138603639)
650			_aFinance mathematical models
700			_aMakarov, Roman N _919223
942			_cBK _2ddc
999			_c7616 _d7616