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.
1115834476
Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures
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.
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Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures
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Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures
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Product Details
ISBN-13: | 9783319013572 |
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Publisher: | Springer-Verlag New York, LLC |
Publication date: | 02/10/2014 |
Series: | UNITEXT , #70 |
Sold by: | Barnes & Noble |
Format: | eBook |
File size: | 5 MB |
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