Mathematical Finance: Theory Review and Exercises. From Binomial Model to Risk Measures

Par : Emanuela Rosazza Gianin, Carlo Sgarra

Formats :

Grand Format
48,14 €
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  • Nombre de pages274
  • PrésentationBroché
  • FormatGrand Format
  • Poids0.212 kg
  • Dimensions15,7 cm × 23,3 cm × 2,0 cm
  • ISBN978-3-319-01356-5
  • EAN9783319013565
  • Date de parution10/09/2013
  • CollectionUnitext - La Matematica per il
  • ÉditeurSpringer Nature

Résumé

The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is intended as an exercise textbook to accompany graduate courses in mathematical finance offered at many universities as part of degree programs in Applied and Industrial Mathematics, Mathematical Engineering, and Quantitative Finance.
The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is intended as an exercise textbook to accompany graduate courses in mathematical finance offered at many universities as part of degree programs in Applied and Industrial Mathematics, Mathematical Engineering, and Quantitative Finance.