Mathematical finance theory review and exercises: from binomial model to risk measures

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 resu...

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Detalles Bibliográficos
Autores principales: Gianin, Emanuela Rosazza, Sgarra, Carlo
Lenguaje:eng
Publicado: Springer 2013
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-01357-2
http://cds.cern.ch/record/1666226
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author Gianin, Emanuela Rosazza
Sgarra, Carlo
author_facet Gianin, Emanuela Rosazza
Sgarra, Carlo
author_sort Gianin, Emanuela Rosazza
collection CERN
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.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2013
publisher Springer
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spelling cern-16662262021-04-21T21:15:56Zdoi:10.1007/978-3-319-01357-2http://cds.cern.ch/record/1666226engGianin, Emanuela RosazzaSgarra, CarloMathematical finance theory review and exercises: from binomial model to risk measuresMathematical Physics and MathematicsThe 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.Springeroai:cds.cern.ch:16662262013
spellingShingle Mathematical Physics and Mathematics
Gianin, Emanuela Rosazza
Sgarra, Carlo
Mathematical finance theory review and exercises: from binomial model to risk measures
title Mathematical finance theory review and exercises: from binomial model to risk measures
title_full Mathematical finance theory review and exercises: from binomial model to risk measures
title_fullStr Mathematical finance theory review and exercises: from binomial model to risk measures
title_full_unstemmed Mathematical finance theory review and exercises: from binomial model to risk measures
title_short Mathematical finance theory review and exercises: from binomial model to risk measures
title_sort mathematical finance theory review and exercises: from binomial model to risk measures
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-01357-2
http://cds.cern.ch/record/1666226
work_keys_str_mv AT gianinemanuelarosazza mathematicalfinancetheoryreviewandexercisesfrombinomialmodeltoriskmeasures
AT sgarracarlo mathematicalfinancetheoryreviewandexercisesfrombinomialmodeltoriskmeasures

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