Financial Mathematics
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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
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
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
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
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.