Financial Mathematics

DOI10.1201/9780429503665zbMATH Open1465.91001OpenAlexW3195624126MaRDI QIDQ5140569

R. N. Makarov, Giuseppe Campolieti

Publication date: 16 December 2020

Full work available at URL: https://doi.org/10.1201/9780429503665

zbMATH Keywords

portfolio managementelementary probability theoryderivative pricing theorydiscrete-time financial theory

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

Related Items (3)

DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5 ⋮ Financial mathematics in discrete time ⋮ Financial Mathematics

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