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Mathematical Finance: Theory Review and Exercises From Binomial Model to Risk Measures

SKU: 9783319013572

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Full Title

Mathematical Finance: Theory Review and Exercises From Binomial Model to Risk Measures

Author(s)

Emanuela Rosazza Gianin, Carlo Sgarra

Edition
ISBN

9783319013572, 9783319013565

Publisher

Springer

Format

PDF and EPUB

Description

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.