Amazon cover image
Image from Amazon.com

Mathematical finance : summary theory and exercises : from binomial model to risk measures / Emanuela Rosazza Gianin and Carlo Sgarra.

By: Contributor(s): Material type: TextTextSeries: Unitext - la matematica per il 3 + 2 ; 70Publication details: Switzerland: Springer, 2013.Description: x, 271p. ; 23cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9783319013565
Subject(s): DDC classification:
  • 332.015195 GIA
Summary: This book collects over 120 exercises on different subjects of Mathematical Finance, including option pricing, risk theory, and interest rate models.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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Status Date due Barcode Item holds
Book Book Calcutta 332.015195 GIA (Browse shelf(Opens below)) Available IIMC-142788
Total holds: 0

This book collects over 120 exercises on different subjects of Mathematical Finance, including option pricing, risk theory, and interest rate models.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.

There are no comments on this title.

to post a comment.

Powered by Koha