Financial Mathematics: A Comprehensive Treatment (chapman And Hall/crc Financial Mathematics Series)
by Giuseppe Campolieti /
2014 / English / PDF
6.2 MB Download
Versatile for Several Interrelated Courses at the
Undergraduate and Graduate Levels
Versatile for Several Interrelated Courses at the
Undergraduate and Graduate LevelsFinancial Mathematics: A Comprehensive Treatment
Financial Mathematics: A Comprehensive Treatment
provides a unified, self-contained account of the main theory and
application of methods behind modern-day financial mathematics.
Tested and refined through years of the authors’ teaching
experiences, the book encompasses a breadth of topics, from
introductory to more advanced ones.
provides a unified, self-contained account of the main theory and
application of methods behind modern-day financial mathematics.
Tested and refined through years of the authors’ teaching
experiences, the book encompasses a breadth of topics, from
introductory to more advanced ones.
Accessible to undergraduate students in mathematics, finance,
actuarial science, economics, and related quantitative areas,
much of the text covers essential material for core curriculum
courses on financial mathematics. Some of the more advanced
topics, such as formal derivative pricing theory, stochastic
calculus, Monte Carlo simulation, and numerical methods, can be
used in courses at the graduate level. Researchers and
practitioners in quantitative finance will also benefit from the
combination of analytical and numerical methods for solving
various derivative pricing problems.
Accessible to undergraduate students in mathematics, finance,
actuarial science, economics, and related quantitative areas,
much of the text covers essential material for core curriculum
courses on financial mathematics. Some of the more advanced
topics, such as formal derivative pricing theory, stochastic
calculus, Monte Carlo simulation, and numerical methods, can be
used in courses at the graduate level. Researchers and
practitioners in quantitative finance will also benefit from the
combination of analytical and numerical methods for solving
various derivative pricing problems.
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. Unlike similar texts in the field, this one presents
multiple problem-solving approaches, linking related
comprehensive techniques for pricing different types of financial
derivatives. The book provides complete coverage of both
discrete- and continuous-time financial models that form the
cornerstones of financial derivative pricing theory. It also
presents a self-contained introduction to stochastic calculus and
martingale theory, which are key fundamental elements in
quantitative finance.
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. Unlike similar texts in the field, this one presents
multiple problem-solving approaches, linking related
comprehensive techniques for pricing different types of financial
derivatives. The book provides complete coverage of both
discrete- and continuous-time financial models that form the
cornerstones of financial derivative pricing theory. It also
presents a self-contained introduction to stochastic calculus and
martingale theory, which are key fundamental elements in
quantitative finance.