Mathematical finance : theory review and exercises : from binomial model to risk measures /
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| Author / Creator: | Rosazza Gianin, Emanuela, author. |
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| Imprint: | Cham : Springer, 2013. |
| Description: | 1 online resource. |
| Language: | English |
| Series: | UNITEXT ; v.70 Unitext ; v.70. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/9966483 |
| 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 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. |
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| Physical Description: | 1 online resource. |
| ISBN: | 9783319013572 3319013572 9783319013565 |