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Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures

Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures (Paperback)

£35.99
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Synopsis

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.

BusinessEconomicsEconometricsEconomic statisticsBusinessEconomicsFinancial crises & disastersBusinessFinance & accountingFinanceBanking & finance: study & revision guidesBusinessFinance & accountingFinanceCredit & credit institutionsScience & MathematicsMathematicsProbability & statistics Publisher: Springer International Publishing AG Publication Date: 10/09/2013 ISBN-13: 9783319013565  Details: Type: Paperback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

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

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