9783319013572
IR
EN-52374
انگلیسی
IR
Mathematical Finance: Theory Review and Exercise
[Book]
:From Binomial Model to Risk Measures
/ by Emanuela Rosazza Gianin, Carlo Sgarra
Cham
: Springer International Publishing :Imprint: Springer,
, 2013.
X, 285 p., online resource.
(UNITEXT,2038-5714
; 70)
Electronic
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.
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 It?لإ'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.
UNITEXT,2038-5714
70
Mathematics
Distribution (Probability theory)
Economics, Statistics
Electronic books
E-BOOK
Gianin, Emanuela Rosazza.
Sgarra, Carlo
SpringerLink (Online service)
ایران
9783319013565.pdf
عادی
عادی
9783319013565.pdf
متن
old catalog
e
BL
1
a
Y
