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

By Emanuela Rosazza Gianin, Carlo Sgarra, Carlo Sgarra

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.

• Format: Paperback
• Language: English
• ISBN: 3319013564
• ISBN13: 9783319013565
• Release Date: September 2013
• Publisher: Springer
• Length: 277 Pages
• Weight: 1.23 lbs.
• Dimensions: 0.6" x 6.1" x 9.1"