Financial Mathematics
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Published By Chapman And Hall/CRC

9781315373768
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Introduction to Discrete-Time Stochastic Calculus

2018 ◽  
pp. 207-256
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Discrete Time ◽  
Stochastic Calculus

Alternative Models of Asset Price Dynamics

2018 ◽  
pp. 653-671
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Asset Price ◽  
Price Dynamics ◽  
Alternative Models

Interest-Rate Modelling and Derivative Pricing

2018 ◽  
pp. 615-652
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Interest Rate ◽  
Derivative Pricing

One-Dimensional Brownian Motion and Related Processes

2018 ◽  
pp. 369-409
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Brownian Motion ◽  
One Dimensional

Primer on Derivative Securities

2018 ◽  
pp. 115-155
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Derivative Securities

General Multi-Asset Multi-Period Model

2018 ◽  
pp. 307-334
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Period Model

Replication and Pricing in the Binomial Tree Model

2018 ◽  
pp. 257-306
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Tree Model ◽  
Binomial Tree ◽  
Binomial Tree Model

Portfolio Management

2018 ◽  
pp. 83-114
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Portfolio Management

Numerical Applications to Derivative Pricing

2018 ◽  
pp. 739-788
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Derivative Pricing

Introduction to Monte Carlo and Simulation Methods

2018 ◽  
pp. 675-738
Author(s):  
Giuseppe Campolieti ◽  
Roman N. Makarov
Keyword(s):  
Monte Carlo ◽  
Simulation Methods
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