Mathematical Finance: Theory Review and Exercises

From Binomial Model to Risk Measures

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Finance & Investing, Finance
Cover of the book Mathematical Finance: Theory Review and Exercises by Emanuela Rosazza Gianin, Carlo Sgarra, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Emanuela Rosazza Gianin, Carlo Sgarra ISBN: 9783319013572
Publisher: Springer International Publishing Publication: February 10, 2014
Imprint: Springer Language: English
Author: Emanuela Rosazza Gianin, Carlo Sgarra
ISBN: 9783319013572
Publisher: Springer International Publishing
Publication: February 10, 2014
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Towards Green Campus Operations by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book A Panorama of Discrepancy Theory by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book PET/CT in Neuroendocrine Tumors by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Rethinking Resilience, Adaptation and Transformation in a Time of Change by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Sustainable Development Research and Practice in Mexico and Selected Latin American Countries by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Sustainable Building for a Cleaner Environment by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book B Corp Entrepreneurs by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Violent Trauma, Culture, and Power by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Avian Ecology in Latin American Cityscapes by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Instrumentation in Earthquake Seismology by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Social Media in Politics by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Charge-Trapping Non-Volatile Memories by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Great Nations at Peril by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Magnesium Technology 2018 by Emanuela Rosazza Gianin, Carlo Sgarra
Cover of the book Photorefractive Organic Materials and Applications by Emanuela Rosazza Gianin, Carlo Sgarra
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy