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
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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.

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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.

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