- In-depth coverage of discrete-time theory and methodology.
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- Numerous, fully worked out examples and exercises in every chapter.
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- Mathematically rigorous and consistent yet bridging various basic and more advanced concepts.
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- Judicious balance of financial theory, mathematical, and computational methods.
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- Guide to Material.
Giuseppe 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.
Roman 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.
Title: Financial Mathematics: A Comprehensive Treatment in Continuous Time Volume II (Textbooks in Mathematics)
Author: Campolieti, Giuseppe,Makarov, Roman N.
ISBN: 9781138603639
Binding:
Publisher: Taylor & Francis Ltd
Publication Date: 2022-12-21
Number of Pages: 492
Weight: 1.1273 kg
