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Mathematical finance - Emanuela Rosazza Gianin
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Title
Mathematical finance - theory review and exercises : from binomial model to risk measures
Mathematical finance - theory review and exercises : from binomial model to risk measures
Author
Emanuela Rosazza Gianin
Emanuela Rosazza Gianin
format
Paperback / softback
Paperback / softback
Publisher
Springer
Springer
Language
English
English
UK Publication Date
20130910
20130910
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 isintended 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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