Mathematical Finance: Theory Review and Exercises

This exercise book offers over 120 problems in Mathematical Finance, aimed at graduate students in various finance-related programs.

This comprehensive resource, Mathematical Finance: Theory Review and Exercises, brings together over 120 exercises that cover a wide range of topics in Mathematical Finance. Readers will find engaging problems related to Option Pricing, Risk Theory, and Interest Rate Models, among others. The exercises are designed to challenge students and reinforce their understanding of complex concepts in this field.

Each chapter in Mathematical Finance: Theory Review and Exercises begins with an introductory section that presents the key theoretical results essential for tackling the exercises. This structured approach ensures that students have the necessary background to engage with the material effectively. Some exercises come with solutions, while others are provided as open-ended problems to encourage independent thought and exploration.

This book serves as an invaluable tool for graduate students enrolled in courses related to Mathematical Finance, Applied and Industrial Mathematics, Mathematical Engineering, and Quantitative Finance. By working through the exercises, students can deepen their understanding and application of mathematical finance principles, preparing them for real-world challenges in finance and investment.