Financial Mathematics

Financial Mathematics

A Comprehensive Treatment in Discrete Time

Makarov, Roman N.; Campolieti, Giuseppe

Taylor & Francis Ltd

07/2021

567

Dura

Inglês

9781138587878

15 a 20 dias

1250

Descrição não disponível.
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
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acturial sciences; derivatives; finance; Giuseppe Campolieti; portfolio management; pricing and management of financial securities; Roman N. Makarov; stochastic processes