Financial Mathematics Theory and Problems for Multi-period Models /

• Main Authors: Pascucci, Andrea (Author), Runggaldier, Wolfgang J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Milano : Springer Milan : Imprint: Springer, 2012.
• Series: Unitext,
• Subjects: Mathematics.; Business.; Management science.; Finance.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Quantitative Finance.; Business and Management, general.; Finance, general.; Applications of Mathematics.

With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists...

Table of Contents:

• Pricing and hedging
• Portfolio optimization
• American options
• Interest rates.