Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures: 70 (UNITEXT, 70) - Softcover

Book 11 of 42: UNITEXT

Rosazza Gianin, Emanuela; Sgarra, Carlo

 
9783319013565: Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures: 70 (UNITEXT, 70)
Softcover
ISBN 10: 3319013564 ISBN 13: 9783319013565
Publisher: Springer, 2013

Synopsis

This book collects over 120 exercises on topics in mathematical finance, including option pricing, risk theory and interest rate models. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises.

"synopsis" may belong to another edition of this title.

About the Author

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

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Springer
Publication date
2013
Language
English
ISBN 10 
3319013564
ISBN 13 
9783319013565
Binding
Paperback
Number of pages
287