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

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)

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)

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

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