{"product_id":"financial-mathematics-9781032408309","title":"Financial Mathematics","description":"\u003cp\u003e • Author(s): Giuseppe Campolieti\u003cbr\u003e • Publisher: Taylor \u0026amp; Francis\u003cbr\u003e • Publisher Imprint: Chapman and Hall\/CRC\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis textbook provides complete coverage of discrete-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.\u003c\/p\u003e \u003cp\u003eKey features: \u003c\/p\u003e \u003cp\u003eIn-depth coverage of discrete-time theory and methodology.\u003c\/p\u003e \u003cp\u003eNumerous, fully worked out examples and exercises in every chapter.\u003c\/p\u003e \u003cp\u003eMathematically rigorous and consistent yet bridging various basic and more advanced concepts. \u003c\/p\u003e \u003cp\u003eJudicious balance of financial theory, mathematical, and computational methods.\u003c\/p\u003e \u003cp\u003eGuide to Material.\u003c\/p\u003e \u003cp\u003eThis revision contains: \u003c\/p\u003e \u003cp\u003eAlmost 200 pages worth of new material in all chapters.\u003c\/p\u003e \u003cp\u003eA new chapter on elementary probability theory. \u003c\/p\u003e \u003cp\u003eAn expanded the set of solved problems and additional exercises. \u003c\/p\u003e \u003cp\u003eAnswers to all exercises.\u003c\/p\u003e \u003cp\u003eThis book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics. \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003eTable of Contents\u003c\/p\u003e \u003cp\u003eList of Figures and Tables \u003c\/p\u003e \u003cp\u003ePreface \u003c\/p\u003e \u003cp\u003eI Introduction to Pricing and Management of Financial Securities \u003c\/p\u003e \u003cp\u003e1 Mathematics of Compounding \u003cbr\u003e2 Primer on Pricing Risky Securities \u003c\/p\u003e \u003cp\u003e3 Portfolio Management \u003c\/p\u003e \u003cp\u003e4 Primer on Derivative Securities \u003c\/p\u003e \u003cp\u003eII Discrete-Time Modelling \u003c\/p\u003e \u003cp\u003e5 Single-Period Arrow-Debreu Models \u003c\/p\u003e \u003cp\u003e6 Introduction to Discrete-Time Stochastic Calculus \u003c\/p\u003e \u003cp\u003e7 Replication and Pricing in the Binomial Tree Model\u003c\/p\u003e \u003cp\u003e8 General Multi-Asset Multi-Period Model \u003c\/p\u003e \u003cp\u003eAppendices\u003c\/p\u003e \u003cp\u003eA Elementary Probability Theory\u003c\/p\u003e \u003cp\u003eB Glossary of Symbols and Abbreviations \u003c\/p\u003e \u003cp\u003eC Answers and Hints to Exercises\u003c\/p\u003e \u003cp\u003eReferences \u003c\/p\u003e \u003cp\u003eIndex \u003c\/p\u003e \u003cp\u003eBiographies\u003c\/p\u003e \u003cp\u003eGiuseppe Campolieti is Professor of Mathematics at Wilfrid Laurier University in Waterloo, Canada. He has been Natural Sciences and Engineering Research Council postdoctoral research fellow and university research fellow at the University of Toronto. In 1998, he joined the Masters in Mathematical Finance as an instructor and later as an adjunct professor in financial mathematics until 2002. Dr. Campolieti also founded a financial software and consulting company in 1998. He joined Laurier in 2002 as Associate Professor of Mathematics and as SHARCNET Chair in Financial Mathematics. \u003c\/p\u003e \u003cp\u003eRoman N. Makarov is Associate Professor and Chair of Mathematics at Wilfrid Laurier University. Prior to joining Laurier in 2003, he was an Assistant Professor of Mathematics at Siberian State University of Telecommunications and Informatics and a senior research fellow at the Laboratory of Monte Carlo Methods at the Institute of Computational Mathematics and Mathematical Geophysics in Novosibirsk, Russia.\u003c\/p\u003e","brand":"Taylor \u0026 Francis","offers":[{"title":"Hardcover","offer_id":45235438321815,"sku":"9781032408309","price":17088.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781032408309.webp?v=1769209690","url":"https:\/\/atlanticbooks.com\/products\/financial-mathematics-9781032408309","provider":"Atlantic Books","version":"1.0","type":"link"}