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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...
Autores principales: | Gianin, Emanuela Rosazza, Sgarra, Carlo |
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Lenguaje: | eng |
Publicado: |
Springer
2013
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-01357-2 http://cds.cern.ch/record/1666226 |
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