Financial Mathematics - 2nd New Edition - A Comprehensive Treatment in Discrete Time

This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics.

Inhaltsverzeichnis

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

Über den Autor / die Autorin

Giuseppe Campolieti is Professor of Mathematics at Wilfrid Laurier University in Waterloo, Canada. He has been Natural Sciences and Engineering Research Council postdoctoral research fellow and university research fellow at the University of Toronto. In 1998, he joined the Masters in Mathematical Finance as an instructor and later as an adjunct professor in financial mathematics until 2002. Dr. Campolieti also founded a financial software and consulting company in 1998. He joined Laurier in 2002 as Associate Professor of Mathematics and as SHARCNET Chair in Financial Mathematics.
Roman N. Makarov is Associate Professor and Chair of Mathematics at Wilfrid Laurier University. Prior to joining Laurier in 2003, he was an Assistant Professor of Mathematics at Siberian State University of Telecommunications and Informatics and a senior research fellow at the Laboratory of Monte Carlo Methods at the Institute of Computational Mathematics and Mathematical Geophysics in Novosibirsk, Russia.

Zusammenfassung

This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics.

Produktdetails

• Autoren: Giuseppe Campolieti, Giuseppe (Wilfrid Laurier University Campolieti, Campolieti Giuseppe, Roman N Makarov, Roman N. Makarov
• Verlag: CRC Press
• Sprache: Englisch
• Produktform: Fester Einband
• Erschienen: 19.07.2021
• EAN: 9781138587878
• ISBN: 978-1-138-58787-8
• Abmessung: 182 mm x 260 mm x 36 mm
• Serie: Chapman and Hall/CRC Financial Mathematics Series
• Themen: Naturwissenschaften, Medizin, Informatik, Technik; Sozialwissenschaften, Recht,Wirtschaft > Wirtschaft > Werbung, Marketing; Finance, BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General, Portfolio Management, Economic statistics, DERIVATIVES, Finance & accounting, Applied mathematics, Production & quality control management, Finance and accounting, Econometrics and economic statistics, Stochastic Processes, Production and quality control management, acturial sciences, Roman N. Makarov, Giuseppe Campolieti, pricing and management of financial securities