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Mathematical Finance: Theory Review and Exercises by Emanuela Rosazza Gianin
Mathematical Finance: Theory Review and Exercises by Emanuela Rosazza Gianin
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Mathematical Finance: Theory Review and Exercises

From Binomial Model to Risk Measures
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Description

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.

Author Biography:

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
Release date NZ
September 10th, 2013
Audience
  • Professional & Vocational
Illustrations
X, 277 p.
Pages
277
Dimensions
155x235x15
ISBN-13
9783319013565
Product ID
21503610

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Mathematical Finance by Emanuela Rosazza Gianin
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