Mathematical Finance: Theory Review and Exercises From Binomial Model to Risk Measures /

• Main Authors: Gianin, Emanuela Rosazza (Author), Sgarra, Carlo (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
• Series: UNITEXT, 70
• Subjects: Mathematics.; Finance.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Finance, general.; Statistics for Business/Economics/Mathematical Finance/Insurance.

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 resu...