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...
Enregistré dans:
| Auteurs principaux: | , |
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| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Cham :
Springer International Publishing : Imprint: Springer
[20..].
Cham : Springer Nature |
| Serier: | UNITEXT
70 La Matematica per il 3+2 70 |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical Finance: Theory Review and Exercises, From Binomial Model to Risk Measures, Emanuela Rosazza Gianin, Carlo Sgarra., Cham, Springer, 2013, 1 vol. (x, 277 p.), UNITEXT, 978-3-31-901356-5 |
| Summary: | 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 |
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| Emne beskrivelse: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783319013572 |
| ISSN: | 2038-5714 2038-5757 |
| Adgang: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |