Mathematical Finance: Theory Review and Exercises
Rosazza Gianin, Emanuela; Sgarra, Carlo
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Description for Mathematical Finance: Theory Review and Exercises
Paperback. Mathematical Finance: Theory Review and Exercises Series: Unitext / La Matematica Per Il 3+2. Num Pages: 295 pages, biography. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 230 x 159 x 16. Weight in Grams: 566.
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.
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.
Product Details
Format
Paperback
Publication date
2013
Publisher
Springer International Publishing AG Switzerland
Number of pages
295
Condition
New
Series
Unitext / La Matematica Per Il 3+2
Number of Pages
277
Place of Publication
Cham, Switzerland
ISBN
9783319013565
SKU
V9783319013565
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Rosazza Gianin, Emanuela; Sgarra, Carlo
Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia Emanuela ROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia
Reviews for Mathematical Finance: Theory Review and Exercises
From the book reviews: “This work is a very useful companion volume to courses in mathematical finance, and it can also be successfully used for self-study.” (László Imre Szabó, Acta Scientiarum Mathematicarum (Szeged), Vol. 80 (1-2), 2014)