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Mathematical financetheory review and exercises /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Mathematical financeby Emanuela Rosazza Gianin, Carlo Sgarra.
Reminder of title:	theory review and exercises /
Author:	Rosazza Gianin, Emanuela.
other author:	Sgarra, Carlo.
Published:	Cham :Springer Nature Switzerland :2023.
Description:	xii, 305 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	FinanceMathematical models.
Online resource:	https://doi.org/10.1007/978-3-031-28378-9
ISBN:	9783031283789$q(electronic bk.)

Mathematical financetheory review and exercises /
Rosazza Gianin, Emanuela.

Mathematical financetheory review and exercises /[electronic resource] :by Emanuela Rosazza Gianin, Carlo Sgarra. - Second edition. - Cham :Springer Nature Switzerland :2023. - xii, 305 p. :ill., digital ;24 cm. - La matematica per il 3+2,v. 1492038-5757 ;. - La matematica per il 3+2 ;v.113..

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.

ISBN: 9783031283789$q(electronic bk.)

Standard No.: 10.1007/978-3-031-28378-9doiSubjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106

Dewey Class. No.: 332.015195

Mathematical financetheory review and exercises /
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