000			01382nam a22001937a 4500
005			20250405132956.0
008			250320b |||||||| |||| 00| 0 eng d
020			_a9781138603639 _qVolume II
040			_cIndian Institute of Management Raipur
082			_a510.2465 _bCAM-23
100			_aCampolieti, Giuseppe
245			_aFinancial Mathematics: _bA Comprehensive Treatment in Continuous Time Volume II / _cBy Giuseppe Campolieti, Roman N. Makarov
260			_aBoca Raton: _bCRC Press, _c2023
300			_axvii,492p.
490			_aChapman & Hall/CRC Financial Mathematics Series
505			_aPart 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
700			_aMakarov,Roman N.
942			_2ddc _cBK _n0
999			_c22238 _d22238