Financial Mathematics (e-bog) af Makarov, Roman N.
Makarov, Roman N. (forfatter)

Financial Mathematics e-bog

802,25 DKK (inkl. moms 1002,81 DKK)
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 ...
E-bog 802,25 DKK
Forfattere Makarov, Roman N. (forfatter)
Udgivet 21 december 2022
Længde 492 sider
Genrer Economics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780429889103
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 methodologyNumerous, fully worked out examples and exercises in every chapterMathematically rigorous and consistent, yet bridging various basic and more advanced conceptsJudicious balance of financial theory and mathematical methodsGuide to MaterialThis revision contains:Almost 150 pages worth of new material in all chaptersA appendix on probability theoryAn expanded set of solved problems and additional exercisesAnswers to all exercisesThis 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.