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
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.