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A01=Giuseppe Campolieti
A01=Roman N. Makarov
Age Group_Uncategorized
Age Group_Uncategorized
Author_Giuseppe Campolieti
Author_Roman N. Makarov
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Category1=Non-Fiction
Category=KCHS
Category=KF
Category=PBT
Category=PBW
COP=United Kingdom
Delivery_Pre-order
Language_English
PA=Not yet available
Price_€50 to €100
PS=Forthcoming
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Financial Mathematics: A Comprehensive Treatment

English

By (author): Giuseppe Campolieti Roman N. Makarov

Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels

Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones.

Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems.

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. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.

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Current price €62.99
Original price €69.99
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A01=Giuseppe CampolietiA01=Roman N. MakarovAge Group_UncategorizedAuthor_Giuseppe CampolietiAuthor_Roman N. Makarovautomatic-updateCategory1=Non-FictionCategory=KCHSCategory=KFCategory=PBTCategory=PBWCOP=United KingdomDelivery_Pre-orderLanguage_EnglishPA=Not yet availablePrice_€50 to €100PS=Forthcomingsoftlaunch

Will deliver when available. Publication date 14 Oct 2024

Product Details
  • Weight: 1540g
  • Dimensions: 178 x 254mm
  • Publication Date: 14 Oct 2024
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781032917450

About Giuseppe CampolietiRoman N. Makarov

Roman N. Makarov Giuseppe Campolieti

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