Financial Mathematics

DOI10.1201/9780429468889zbMATH Open1505.91001OpenAlexW4309937148MaRDI QIDQ5877482FDOQ5877482

Authors: G. Campolieti, R. Makarov 

Publication date: 13 February 2023

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

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Mathematics Subject Classification ID

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

Cited In (6)

• Proceedings of the Second International Forum on Financial Mathematics and Financial Technology
• Financial mathematics. A comprehensive treatment
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• Financial mathematics. A comprehensive treatment in discrete time. Volume I
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