000			02224cam a2200253 i 4500
001			136135
003			ISI Library, Kolkata
005			20150922124843.0
008			140623s2014 flua 001 0 eng
020			_a9781439892428 (hbk.)
040			_aISI Library
082	0	0	_a650.01513 _223 _bC198
100	1		_aCampolieti, Giuseppe.
245	1	0	_aFinancial mathematics : _ba comprehensive treatment / _cGiuseppe Campolieti and Roman N. Makarov.
260			_aBoca Raton : _bCRC Press, _cc2014.
300			_axxvi, 805 p. : _bill. ; _c26 cm.
490	0		_aChapman & Hall/CRC financial mathematics series
504			_aIncludes bibliographical references and index.
505	0		_aI. Introduction to pricing and management of financial securites: 1. Mathematics of Compounding -- 2. Primer on Pricing Risky Securities -- 3. Portfolio Management -- Primer on Derivative Securities -- II. Discrete-time modeling: 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 -- III. Continuous-time modeling: 9. Essentials of General Probability Theory -- 10. One-Dimensional Brownian Motion and Related Processes -- 11. Introduction to Continuous-Time Stochastic Calculus -- 12. Risk-Neutral Pricing in the (B, S) Economy: One Underlying Stock -- 13. Risk-Neutral Pricing in a Multi-Asset Economy -- 14. American Options -- 15. Interest-Rate Modelling and Derivative Pricing -- 16. Alternative Models of Asset Price Dynamics -- IV. Computational Techniques -- 17. Introduction to Monte Carlo and Simulation Methods -- 18. Numerical Applications to Derivative Pricing-- Appendix-- Glossary of symbols and abbreviations-- References-- Index.
520			_aProvides 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.
650		0	_aFinance _xMathematical models.
700	1		_aMakarov, Roman N.
942			_2ddc _cBK
999			_c419133 _d419133