Bøker av Giuseppe Campolieti

This book is a comprehensive, self-contained, and unified treatment of the main theory and application of mathematical methods behind modern-day financial mathematics.

Tested and refined through years of the authors¿ teaching experiences, this text provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. 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.