Mathematical Finance Theory Review and Exercises /
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...
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| Główni autorzy: | , |
|---|---|
| Korporacja: | |
| Format: | Elektroniczne E-book |
| Język: | angielski |
| Wydane: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2023.
|
| Wydanie: | 2nd ed. 2023. |
| Seria: | La Matematica per il 3+2,
149 |
| Hasła przedmiotowe: | |
| Dostęp online: | https://doi.org/10.1007/978-3-031-28378-9 |
| Etykiety: |
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| 100 | 1 | |a Rosazza Gianin, Emanuela. |e author. |0 (orcid)0000-0002-0038-6551 |1 https://orcid.org/0000-0002-0038-6551 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Mathematical Finance |h [electronic resource] : |b Theory Review and Exercises / |c by Emanuela Rosazza Gianin, Carlo Sgarra. |
| 250 | |a 2nd ed. 2023. | ||
| 264 | 1 | |a Cham : |b Springer Nature Switzerland : |b Imprint: Springer, |c 2023. | |
| 300 | |a 1 online resource (XII, 305 p. 5 illus.). | ||
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| 490 | 1 | |a La Matematica per il 3+2, |x 2038-5757 ; |v 149 | |
| 520 | |a 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. | ||
| 532 | 8 | |a Accessibility summary: This PDF does Not fully comply with PDF/UA standards but does include limited screen reader support, descriptions for Non-text content (such as images and graphs), bookmarks for easy navigation, and searchable, selectable text. Users of assistive technologies may experience difficulty navigating or interpreting content in this document. We recognise the importance of accessibility and welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us via https://www.springernature.com/gp/info/accessibility | |
| 532 | 8 | |a Inaccessible, or known limited accessibility | |
| 532 | 8 | |a No reading system accessibility options actively disabled | |
| 532 | 8 | |a Publisher contact for further accessibility information: accessibilitysupport@springernature.com | |
| 588 | |a Print version record. | ||
| 650 | 0 | |a Social sciences |x Mathematics. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 700 | 1 | |a Sgarra, Carlo. |e author. |0 (orcid)0000-0001-9790-5292 |1 https://orcid.org/0000-0001-9790-5292 |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
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