Mathematical Finance: Theory Review And Exercises: From Binomial Model To Risk Measures by Emanuela Rosazza GianinMathematical Finance: Theory Review And Exercises: From Binomial Model To Risk Measures by Emanuela Rosazza Gianin

Mathematical Finance: Theory Review And Exercises: From Binomial Model To Risk Measures

byEmanuela Rosazza Gianin, Carlo Sgarra

Paperback | September 10, 2013

Pricing and Purchase Info

$70.69 online 
$82.95 list price save 14%
Earn 353 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

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.
Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia EmanuelaROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia
Loading
Title:Mathematical Finance: Theory Review And Exercises: From Binomial Model To Risk MeasuresFormat:PaperbackDimensions:277 pagesPublished:September 10, 2013Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319013564

ISBN - 13:9783319013565

Look for similar items by category:

Reviews

Table of Contents

1 Short review of Probability and of Stochastic Processes.- 2 Portfolio Optimization in Discrete time Models.- 3 Binomial Model for Option Pricing.- 4 Absence of arbitrage and Completeness of market models.- 5 Itô's Formula and Stochastic Differential Equations.- 6 Partial Differential Equations in Finance.- 7 Black-Scholes model for Option Pricing and Hedging Strategies.- 8 American Options.- 9 Exotic Options.- 10 Interest Rate Models.- 11 Pricing Models beyond Black-Scholes.- 12 Risk Measures: Value at Risk and beyond.