Financial mathematics : theory and problems for multi-period models
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...
Gorde:
| Egile Nagusiak: | , |
|---|---|
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Milano :
Springer Milan
[20..].
Cham : Springer Nature |
| Edizioa: | 1st ed. 2012. |
| Saila: | La Matematica per il 3+2
|
| Gaiak: | |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Financial mathematics, theory and problems for multi-period models, Andrea Pascucci, Wolfgang J. Runggaldier, 2012, Milan, Springer, 1 vol. (IX-288 p.), Unitext, 978-88-470-2537-0 |
| LEADER | 03805nam a22003857a 4500 | ||
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| 100 | 1 | |a Pascucci, Andrea, |d 1969- | |
| 245 | 1 | 0 | |a Financial mathematics : |b theory and problems for multi-period models |c by Andrea Pascucci, Wolfgang J. Runggaldier. |
| 250 | |a 1st ed. 2012. | ||
| 260 | |a Milano : |b Springer Milan. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a La Matematica per il 3+2 |x 2038-5757 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Pricing and hedging Portfolio optimization American options Interest rates. | |
| 505 | 0 | |a Pricing and hedging -- Portfolio optimization -- American options -- Interest rates | |
| 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 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 in general, it appeared to be appropriate to have a financial mathematics course already at the bachelor level in mathematics. Most mathematical techniques in use in financial mathematics are related to continuous time models and require thus notions from stochastic analysis that bachelor students do in general not possess. Basic notions and methodologies in use in financial mathematics can however be transmitted to students also without the technicalities from stochastic analysis by using discrete time (multi-period) models for which general notions from Probability suffice and these are generally familiar to students not only from science courses, but also from economics with quantitative curricula.There do not exists many textbooks for multi-period models and the present volume is intended to fill in this gap. It deals with the basic topics in financial mathematics and, for each topic, there is a theoretical section and a problem section. The latter includes a great variety of possible problems with complete solution | ||
| 650 | |a Instruments dérivés (finances) |x Prix |x Modèles mathématiques |x Manuels d'enseignement | ||
| 650 | |a Gestion de portefeuille |x Modèles mathématiques |x Manuels d'enseignement | ||
| 650 | |a Taux d'intérêt |x Modèles mathématiques |x Manuels d'enseignement | ||
| 700 | 1 | |a Runggaldier, Wolfgang J., |d 19..-...., |c mathématicien. |4 aut | |
| 776 | 0 | |0 163950083 |t Financial mathematics |o theory and problems for multi-period models |f Andrea Pascucci, Wolfgang J. Runggaldier |d 2012 |c Milan |n Springer |p 1 vol. (IX-288 p.) |s Unitext |z 978-88-470-2537-0 | |
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