Campolieti, Giuseppe <br/><br/>
Financial Mathematics:  A Comprehensive Treatment in Continuous Time Volume II / 
By Giuseppe Campolieti, Roman N. Makarov 
 - Boca Raton:   CRC Press,  2023 
 - xvii,492p. 
 - Chapman & Hall/CRC Financial Mathematics Series .
<br/><br/>Part I: Stochastic Calculus with Brownian Motion<br/><br/>1. One-Dimensional Brownian Motion and Related Processes<br/><br/>2. Introduction to Continuous-Time Stochastic Calculus<br/><br/>Part II Continuous-Time Modelling<br/><br/>3. Risk-Neutral Pricing in the (B; S) Economy: One Underlying Stock<br/><br/>4. Risk-Neutral Pricing in a Multi-Asset Economy<br/><br/>5. American Options<br/><br/>6. Interest-Rate Modelling and Derivative Pricing<br/><br/>7. Alternative Models of Asset Price Dynamics<br/><br/>A. Essentials of General Probability Theory<br/><br/>B. Some Useful Integral (Expectation) Identities and Symmetry Properties<br/><br/>of Normal Random Variables<br/><br/>C. Answers and Hints to Exercises<br/><br/>D. Glossary of Symbols and Abbreviations<br/><br/>Greek Alphabet<br/><br/>References<br/><br/>Index 
<br/><br/><label>ISBN: </label>9781138603639 
<br/><br/><label>Dewey Class. No.: </label>510.2465  / CAM-23