# Download Financial Mathematics: A Comprehensive Treatment (Textbooks in Mathematics) eBook

## by **Giuseppe Campolieti,Roman N. Makarov**

by Giuseppe Campolieti (Author), Roman N. Makarov (Author).

by Giuseppe Campolieti (Author), Roman N. ISBN-13: 978-1439892428. rings together under a single cover a comprehensive and descriptive presentation of quantitative finance deftly organized into four major section. critically important acquisition for an academic librar. specially recommended textbook for undergraduate and graduate students in the fields of mathematics, finance, actuarial science, and economics. Library Bookwatch, April 2014.

Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones.

Financial Mathematics A Comprehensive Treatment. Giuseppe Campolieti Roman N. Makarov. In contrast to most published single volumes on the subject of financial mathematics, this book presents multiple problem solving approaches and hence bridges together related comprehensive techniques for pricing different types of financial derivatives. The book contains a rather complete and in-depth comprehensive coverage of both discrete-time and continuous-time financial models that form the cornerstones of financial derivative pricing theory.

Giuseppe Campolieti and Roman N. Makarov Department of Mathematics Wilfird Laurier University Financial Mathematics: A Comprehensive Treatment To our families Contents List of Figures and Tables xvii List o. . Makarov Department of Mathematics Wilfird Laurier University Financial Mathematics: A Comprehensive Treatment To our families Contents List of Figures and Tables xvii List of Algorithms xxi Preface xxiii I Introduction to Pricing and Management of Financial Secu- rities 1 1 Mathematics of Compounding 3 . Interest and Return . 3 The Minimum Variance Portfolio. 4 Selection of Optimal Portfolios. 97 . Portfolio Optimization for N Assets. 1 Portfolios of Several Assets .

series Textbooks in Mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones.

Required Textbook: G. Campolieti and . Financial Mathematics: A Comprehensive Treatment. Reference Texts (not required): - J. Hull. Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. J. van der Hoek and R. Elliott. Binomial Models in Finance. Mathematical Models of Financial Derivatives. These assigned problems are not to be handed in. However, working on these problems is essential to successfully completing the course.

Financial mathematics : a comprehensive treatment. Responsibility The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory

Financial mathematics : a comprehensive treatment. by Giuseppe Campolieti, Roman N. Boca Raton ; London : CRC Press, 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. source: Nielsen Book Data).

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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.