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...
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| Hlavní autoři: | , |
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Cham :
Springer International Publishing : Imprint: Springer
[20..].
Cham : Springer Nature |
| Edice: | UNITEXT
70 La Matematica per il 3+2 70 |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
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| 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 |
| LEADER | 03165nam a22003377a 4500 | ||
|---|---|---|---|
| 001 | 947554 | ||
| 008 | 140307q2000 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN176748245 | ||
| 020 | |a 9783319013572 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 100 | 1 | |a Gianin, Emanuela Rosazza, |d 1973- | |
| 245 | 1 | 0 | |a Mathematical finance : |b theory review and exercises : from binomial model to risk measures |c by Emanuela Rosazza Gianin, Carlo Sgarra. |
| 260 | |a Cham : |b Springer International Publishing : |b Imprint: Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a UNITEXT |v 70 |x 2038-5714 | |
| 490 | 0 | |a La Matematica per il 3+2 |v 70 |x 2038-5757 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 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 | ||
| 700 | 1 | |a Sgarra, Carlo. |4 aut | |
| 776 | 0 | |0 188732934 |t Mathematical Finance: Theory Review and Exercises |o From Binomial Model to Risk Measures |f Emanuela Rosazza Gianin, Carlo Sgarra. |c Cham |n Springer |d 2013 |p 1 vol. (x, 277 p.) |s UNITEXT |z 978-3-31-901356-5 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-319-01357-2 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-T3NC3RVK-2 |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747811733 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/978-3-319-01357-2 |z Accès Université d'Orléans | |
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| 997 | |0 947554 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||