Financial Mathematics

DOI10.1201/9780429468889MaRDI QIDQ5877482zbMATH OpenOpenAlexFDO

Authors G. Campolieti, R. Makarov

Publication date 13 February 2023

Full work available at URL https://doi.org/10.1201/9780429468889

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Derivative securities (option pricing, hedging, etc.) (91G20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial science and mathematical finance (91Gxx)

Recommendations

• Financial mathematics. A comprehensive treatment in discrete time. Volume I
• Financial mathematics. A comprehensive treatment
• scientific article; zbMATH DE number 1454625
• Financial Derivatives in Theory and Practice
• Arbitrage Theory in Continuous Time

Cited in

(6)

• Financial Mathematics
• scientific article; zbMATH DE number 1477075 (Why is no real title available?)
• Financial mathematics. A comprehensive treatment in discrete time. Volume I
• Financial mathematics. A comprehensive treatment
• scientific article; zbMATH DE number 5181830 (Why is no real title available?)
• Proceedings of the Second International Forum on Financial Mathematics and Financial Technology

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