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Financial Mathematics: A Comprehensive Treatment (Chapman and Hall/CRC Financial Mathematics Series), by Giuseppe Campolieti, Roman N. Ma
Download Ebook Financial Mathematics: A Comprehensive Treatment (Chapman and Hall/CRC Financial Mathematics Series), by Giuseppe Campolieti, Roman N. Ma
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Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels
Financial Mathematics: A Comprehensive Treatment 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.
Accessible to undergraduate students in mathematics, finance, actuarial science, economics, and related quantitative areas, much of the text covers essential material for core curriculum courses on financial mathematics. Some of the more advanced topics, such as formal derivative pricing theory, stochastic calculus, Monte Carlo simulation, and numerical methods, can be used in courses at the graduate level. Researchers and practitioners in quantitative finance will also benefit from the combination of analytical and numerical methods for solving various derivative pricing problems.
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. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both discrete- and continuous-time financial models that form the cornerstones of financial derivative pricing theory. It also presents a self-contained introduction to stochastic calculus and martingale theory, which are key fundamental elements in quantitative finance.
- Sales Rank: #144142 in Books
- Published on: 2014-03-12
- Original language: English
- Number of items: 1
- Dimensions: 10.10" h x 1.80" w x 7.20" l, .0 pounds
- Binding: Hardcover
- 829 pages
Review
"… brings together under a single cover a comprehensive and descriptive presentation of quantitative finance deftly organized into four major sections … A critically important acquisition for an academic library … especially recommended textbook for undergraduate and graduate students in the fields of mathematics, finance, actuarial science, and economics."
―Library Bookwatch, April 2014
"As the owner of literally thousands of books on the mathematics of arbitrage, I’m sorely tempted to sell my collection and buy this book as a replacement. Or better yet, one for the office and one for the home office. I commend the authors for their authoritative and comprehensive treatment."
―Peter Carr, PhD, Managing Director, Morgan Stanley, and Executive Director, NYU Courant Master of Science Program in Mathematics in Finance
"This is a monumental effort to bring together topics from quantitative finance into one book; one no longer needs to go to different references to get the full scope of contents in the book. The authors treat the subjects rigorously but with plenty of examples, paying close attention to an audience that may encounter the subject matter for the first time, but aware that others will have seen it in different form earlier and may be looking for a different angle. This is a book that will find its way into classrooms worldwide."
―Luis Seco, Professor, Department of Mathematics, University of Toronto
Most helpful customer reviews
1 of 1 people found the following review helpful.
A well written mathematical treatment of the subject
By Nick Costanzino
No book can be everything to everyone, but this one comes very close! The book is essentially several books in one (supporting the "Comprehensive Treatment" part in the title). The coverage is broad and deep. In fact, it covers the contents of Shreve's two volumes plus much more at roughly the same level of rigor. For this reason I find it useful as my go-to reference. The numerical methods chapter is particularly well written, owing to the authors deep understanding of Monte Carlo methods. The level of rigor and style is at the upper undergraduate to graduate level. One particularly interesting feature is the difficulty of the problems. All the chapters contain the standard problems (often found elsewhere in other books as well) but most chapters also have surprisingly difficult, original and extremely illuminating problems as well. However, what is missing in such a comprehensive treatment is a section on credit risk. This of course is the reviewers favorite area, but also one that is absolutely fundamental in Risk Management and should be included in the Second Edition.
1 of 1 people found the following review helpful.
Highly recommended
By Fisnik Lokku
I was lucky enough to use this textbook in multiple classes. This is not only a huge benefit for students looking to save on books - but the cohesive nature of the text & notation connects concepts from various courses (probability theory; stochastic calculus; financial math) quite easily. For example, you may not get the same experience if you learned stochastic calculus and financial mathematics from two different textbooks.
The authors did a great job covering pricing from various user levels (discrete; continuous; single asset; multi asset; path-dependent; etc) as well as all the math behind it (it -really- is quite comprehensive.) The problem sets are challenging enough to engage students/users but I found that the the sections that preceded the questions outlined clear (& often multiple) methods on solving similar problems. I would highly recommend this book to anyone with interest in quantitative finance, whether academically or professionally.
0 of 0 people found the following review helpful.
this would be an excellent choice for studying financial mathematics
By Morgan Hall
I was assigned this book for several fourth year undergraduate level courses. The text contains an advanced treatment of the type of mathematics needs for options pricing, including stochastic calculus and brownian motion.
Ultimately, I have yet to find another text that covers this breadth on the topic, with this level of complexity. The book is well-written and self-contained. For any upper division mathematics student, this would be an excellent choice for studying financial mathematics.
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