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

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Gianin, Emanuela Rosazza (Συγγραφέας), Sgarra, Carlo (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2013.
Σειρά:UNITEXT, 70
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02895nam a22005175i 4500
001 978-3-319-01357-2
003 DE-He213
005 20151204145442.0
007 cr nn 008mamaa
008 140210s2013 gw | s |||| 0|eng d
020 |a 9783319013572  |9 978-3-319-01357-2 
024 7 |a 10.1007/978-3-319-01357-2  |2 doi 
040 |d GrThAP 
050 4 |a QA273.A1-274.9 
050 4 |a QA274-274.9 
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072 7 |a MAT029000  |2 bisacsh 
082 0 4 |a 519.2  |2 23 
100 1 |a Gianin, Emanuela Rosazza.  |e author. 
245 1 0 |a Mathematical Finance: Theory Review and Exercises  |h [electronic resource] :  |b From Binomial Model to Risk Measures /  |c by Emanuela Rosazza Gianin, Carlo Sgarra. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2013. 
300 |a X, 285 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a UNITEXT,  |x 2038-5714 ;  |v 70 
505 0 |a 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 Itô’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. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a Finance. 
650 0 |a Probabilities. 
650 0 |a Statistics. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Finance, general. 
650 2 4 |a Statistics for Business/Economics/Mathematical Finance/Insurance. 
700 1 |a Sgarra, Carlo.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319013565 
830 0 |a UNITEXT,  |x 2038-5714 ;  |v 70 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-01357-2  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)