Mathematical Finance

Name: Mathematical Finance
Brand: Springer, Berlin
SKU: 9783031283772
Price: 1455 CZK
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Theory Review and Exercises

Autor: Emanuela Rosazza Gianin, Carlo Sgarra

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

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The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theo...

Informace o knize

Autor

Emanuela Rosazza Gianin, Carlo Sgarra

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2023

Stránek

280

EAN

9783031283772

Enbook ID

42903701

Vydavatel

Springer, Berlin

Hmotnost

610

Rozměry

155 x 235

Kompletní popis

The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.

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Mathematical Finance

Theory Review and Exercises

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také