Financial Mathematics
From MaRDI portal
Publication:5877482
DOI10.1201/9780429468889zbMath1505.91001MaRDI QIDQ5877482
Giuseppe Campolieti, R. N. Makarov
Publication date: 13 February 2023
Full work available at URL: https://doi.org/10.1201/9780429468889
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91Gxx: Actuarial science and mathematical finance
