Financial mathematics a comprehensive treatment in continuous time Volume II / Giuseppe Campolieti, Roman N. Makarov.

Author/creator Campolieti, Giuseppe
Other author Makarov, Roman N.
Format Electronic
EditionFirst edition.
Publication InfoBoca Raton, FL : CRC Press is an imprint of Taylor & Francis Group, LLC, 2023.
Description1 online resource.
Supplemental ContentFull text available from Taylor & Francis eBooks
Subjects

SeriesTextbooks in mathematics
Abstract "The 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"-- Provided by publisher.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Source of descriptionDescription based on print version record and CIP data provided by publisher.
Issued in other formPrint version: Campolieti, Giuseppe Financial mathematics Volume II First Edition. Boca Raton, FL : CRC Press, as n imprint of Taylor and Francis,CRC Press is an imprint of Taylor & Francis Group, LLC, 2023 9781138603639
Genre/formElectronic books.
LCCN 2022032097
ISBN9780429468889 (ebook)
ISBN(hardback)
ISBN(paperback)

Availability

Library Location Call Number Status Item Actions
Electronic Resources Access Content Online ✔ Available