Mathematical Finance: Theory Review and Exercises

From Binomial Model to Risk Measures

Emanuela Rosazza Gianin author Carlo Sgarra author

Format:Paperback

Publisher:Springer International Publishing AG

Published:10th Sep '13

Currently unavailable, and unfortunately no date known when it will be back

Mathematical Finance: Theory Review and Exercises 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.

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)

ISBN: 9783319013565

Dimensions: unknown

Weight: unknown

277 pages

2013 ed.