Logo - springer
Slogan - springer

Mathematics - Probability Theory and Stochastic Processes | Mathematical Finance: Theory Review and Exercises - From Binomial Model to Risk Measures

Mathematical Finance: Theory Review and Exercises

From Binomial Model to Risk Measures

Series: UNITEXT, Vol. 70

Subseries: La Matematica per il 3+2

Rosazza Gianin, Emanuela, Sgarra, Carlo

2013, X, 285 p.

Available Formats:
eBook
Information

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.

 
$39.99

(net) price for USA

ISBN 978-3-319-01357-2

digitally watermarked, no DRM

Included Format: PDF and EPUB

download immediately after purchase


learn more about Springer eBooks

add to marked items

Softcover
Information

Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$59.99

(net) price for USA

ISBN 978-3-319-01356-5

free shipping for individuals worldwide

online orders shipping within 2-3 days.


add to marked items

  • Offers substantially more exercises on continuous time than do other textbooks
  • Includes three completely new chapters (one on Arbitrage Theory and Incompleteness, one on Risk Measures, and one on Stochastic Volatility Models and Models with jumps)
  • Presents a middle ground between the stochastic and the analytic approach to option pricing and hedging at a reasonable, but not trivial, mathematical level
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.

Content Level » Graduate

Keywords » arbitrage theory - option pricing - portfolio optimization - risk measures - stochastic volatility

Related subjects » Business, Economics & Finance - Finance & Banking - Probability Theory and Stochastic Processes

Table of contents / Preface 

Popular Content within this publication 

 

Articles

Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.