TY  - BOOK
AU  - Campolieti,Giuseppe
AU  - Makarov,Roman N.
TI  - Financial mathematics: a comprehensive treatment 
T2  - Chapman & Hall/CRC financial mathematics series
SN  - 9781439892428 (hbk.)
U1  - 650.01513 23
PY  - 2014///
CY  - Boca Raton
PB  - CRC Press
KW  - Finance
KW  - Mathematical models
N1  - Includes bibliographical references and index; I. Introduction to pricing and management of financial securites: 1. Mathematics of Compounding -- 
2. Primer on Pricing Risky Securities -- 
3. Portfolio Management -- Primer on Derivative Securities -- 

II. Discrete-time modeling: 
5. Single-Period Arrow-Debreu Models -- 
6. Introduction to Discrete-Time Stochastic Calculus -- 
7. Replication and Pricing in the Binomial Tree Model -- 
8. General Multi-Asset Multi-Period Model -- 

III. Continuous-time modeling: 
9. Essentials of General Probability Theory -- 
10. One-Dimensional Brownian Motion and Related Processes -- 
11. Introduction to Continuous-Time Stochastic Calculus -- 
12. Risk-Neutral Pricing in the (B, S) Economy: One Underlying Stock -- 
13. Risk-Neutral Pricing in a Multi-Asset Economy -- 
14. American Options -- 
15. Interest-Rate Modelling and Derivative Pricing -- 
16. Alternative Models of Asset Price Dynamics -- 

IV. Computational Techniques -- 
17. Introduction to Monte Carlo and Simulation Methods -- 
18. Numerical Applications to Derivative Pricing--
Appendix--
Glossary of symbols and abbreviations--
References--
Index
N2  - Provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors' teaching experiences, the book encompasses a breadth of topics, from introductory to more advanced ones
ER  -