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Financial Mathematics. Volume II : A Comprehensive Treatment in Continuous Time. 金融数学 第2巻
・ISBN 978-1-138-60363-9 hard GB£ 96.99
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-429-46888-9
| 著者・編者 | Campolieti, Giuseppe / Makarov, Roman N., |
|---|---|
| シリーズ | Textbooks in Mathematics |
| 出版社 | (Chapman & Hall / CRC, US) |
| 出版年月 | 2022.12 |
| ページ数 | 506 pp. |
| 言語 | ENG |
| ニュース番号 | ＜685-168 685-208＞ |
解説
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 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.