TY  - BOOK
AU  - Campolieti, Giuseppe
AU  - Makarov,Roman N.
TI  - Financial Mathematics: A Comprehensive Treatment in Continuous Time Volume II 
T2  - Chapman & Hall/CRC Financial Mathematics Series
SN  - 9781138603639
U1  - 510.2465 
PY  - 2023///
CY  - Boca Raton: 
PB  - CRC Press
N1  - Part I: Stochastic Calculus with Brownian Motion

1. One-Dimensional Brownian Motion and Related Processes

2. Introduction to Continuous-Time Stochastic Calculus

Part II Continuous-Time Modelling

3. Risk-Neutral Pricing in the (B; S) Economy: One Underlying Stock

4. Risk-Neutral Pricing in a Multi-Asset Economy

5. American Options

6. Interest-Rate Modelling and Derivative Pricing

7. Alternative Models of Asset Price Dynamics

A. Essentials of General Probability Theory

B. Some Useful Integral (Expectation) Identities and Symmetry Properties

of Normal Random Variables

C. Answers and Hints to Exercises

D. Glossary of Symbols and Abbreviations

Greek Alphabet

References

Index
ER  -