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portada Mathematical Finance. Theory Review and Exercises
Type
Physical Book
Publisher
Year
2023
Language
English
Pages
320
Format
Paperback
Dimensions
23.4x15.6x1.7 cm
ISBN13
9783031283796

Mathematical Finance. Theory Review and Exercises

Emanuela Rosazza Gianin;Carlo Sgarra (Author) · Springer · Paperback

Mathematical Finance. Theory Review and Exercises - Emanuela Rosazza Gianin;Carlo Sgarra

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Synopsis "Mathematical Finance. Theory Review and Exercises"

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.

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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.

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