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Mathematical finance = theory review...

Rosazza Gianin, Emanuela.

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Mathematical finance = theory review and exercises /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Mathematical finance/ by Emanuela Rosazza Gianin, Carlo Sgarra.
其他題名:	theory review and exercises /
作者:	Rosazza Gianin, Emanuela.
其他作者:	Sgarra, Carlo.
出版者:	Cham :Springer Nature Switzerland : : 2023.,
面頁冊數:	xii, 305 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Finance - Mathematical models. -
電子資源:	https://doi.org/10.1007/978-3-031-28378-9
ISBN:	9783031283789

Mathematical finance = theory review and exercises /
Rosazza Gianin, Emanuela.

Mathematical financetheory review and exercises /[electronic resource] :by Emanuela Rosazza Gianin, Carlo Sgarra. - Second edition. - Cham :Springer Nature Switzerland :2023. - xii, 305 p. :ill., digital ;24 cm. - La matematica per il 3+2,v. 1492038-5757 ;. - La matematica per il 3+2 ;v. 149..

The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.

ISBN: 9783031283789

Standard No.: 10.1007/978-3-031-28378-9doiSubjects--Topical Terms:

578740
Finance
--Mathematical models.

LC Class. No.: HG106

Dewey Class. No.: 332.015195

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