عنوان

Financial mathematics: a comprehensive treatment

زبان متن نوشتاري يا گفتاري و مانند آن

English

عنوان اصلي

Financial mathematics: a comprehensive treatment

محل نشرو پخش و غیره

Boca Raton

نام ناشر، پخش کننده و غيره

CRC Press

تاریخ نشرو بخش و غیره

c2014

نام خاص و کميت اثر

xxvi, 805 p.: ill.; 26 cm

ساير اطلاعات عنواني

Chapman & Hall/CRC financial mathematics series

متن يادداشت

Includes bibliographical references )p. 795-798( and index

متن يادداشت

Giuseppe Campolieti, Roman N. Makarov

متن يادداشت

1

متن يادداشت

I. Introduction to pricing and management of financial securites: Mathematics of Compounding -- Primer on Pricing Risky Securities -- Portfolio Management -- Primer on Derivative Securities -- II. Discrete-time modeling: Single-Period Arrow-Debreu Models -- Introduction to Discrete-Time Stochastic Calculus -- Replication and Pricing in the Binomial Tree Model -- General Multi-Asset Multi-Period Model -- III. Continuous-time modeling: Essentials of General Probability Theory -- One-Dimensional Brownian Motion and Related Processes -- Introduction to Continuous-Time Stochastic Calculus -- Risk-Neutral Pricing in the )B, S( Economy: One Underlying Stock -- Risk-Neutral Pricing in a Multi-Asset Economy -- American Options -- Interest-Rate Modelling and Derivative Pricing -- Alternative Models of Asset Price Dynamics -- IV. Computational Techniques -- Introduction to Monte Carlo and Simulation Methods -- Numerical Applications to Derivative Pricing

عنصر شناسه ای

، Finance - Mathematical models

شماره رده

عنصر شناسه اي

Campolieti, Giuseppe

کد نقش

AU

عنصر شناسه اي

AU Makarov, Roman N

عنصر شناسه اي

TI

عنصر شناسه اي

SE