Description

Book Synopsis

The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way.

This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives.

Key features:

  • In-depth coverage of discrete-time theory and methodology.
  • Numerous, fully worked out examples and exercises in every chapter.
  • Mathematically rigorous and consistent yet bridging various basic and more advanced concepts.
  • Judicious balance of financial theory, mathematical, and computational methods.
  • Guide to Material.

Financial Mathematics

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    £54.14

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    RRP £56.99 – you save £2.85 (5%)

    Order before 4pm today for delivery by Thu 25 Jun 2026.

    A Paperback by Giuseppe Campolieti

    15 in stock


      View other formats and editions of Financial Mathematics by Giuseppe Campolieti

      Publisher: Taylor & Francis Ltd
      Publication Date: 8/26/2024
      ISBN13: 9781032023076, 978-1032023076
      ISBN10: 1032023074
      Also in:
      Econometrics and economic statistics

      Description

      Book Synopsis

      The book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way.

      This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives.

      Key features:

      • In-depth coverage of discrete-time theory and methodology.
      • Numerous, fully worked out examples and exercises in every chapter.
      • Mathematically rigorous and consistent yet bridging various basic and more advanced concepts.
      • Judicious balance of financial theory, mathematical, and computational methods.
      • Guide to Material.

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