Häftad, Engelska, 2013
Mathematical Finance: Theory Review and Exercises
From Binomial Model to Risk Measures
Av Emanuela Rosazza Gianin, Carlo Sgarra
Del 70 i serien UNITEXT
491 kr
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Beskrivning
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 isintended 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.
Produktinformation
- Utgivningsdatum: 2013-09-10
- Mått: 155 x 235 x 16 mm
- Vikt: 566 g
- Format: Häftad
- Språk: Engelska
- Serie: UNITEXT
- Antal sidor: 277
- Förlag: Springer International Publishing AG
- ISBN: 9783319013565
Utforska kategorier
Mer om författaren
Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia Emanuela ROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia
Recensioner i media
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." (Laszlo Imre Szabo, Acta Scientiarum Mathematicarum (Szeged), Vol. 80 (1-2), 2014)
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