Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures [Lingua inglese]: 70 - Brossura

Gianin, Emanuela Rosazza; Sgarra, Carlo

Brossura

ISBN 10: 3319013564 ISBN 13: 9783319013565

Casa editrice: Springer Nature, 2013

Riassunto

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 isintended 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.

Su questo libro

Recensione:

From the book reviews:

“This work is a very useful companion volume to courses in mathematical finance, and it can also be successfully used for self-study.” (László Imre Szabó, Acta Scientiarum Mathematicarum (Szeged), Vol. 80 (1-2), 2014)

L'autore:

Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia Emanuela

ROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia

Su questa edizione

• Editore: Springer Nature
• Data di pubblicazione: 2013
• ISBN 10: 3319013564
• ISBN 13: 9783319013565
• Rilegatura: Copertina flessibile
• Numero di pagine: 277