| 书目名称 | Mathematical Finance |
| 副标题 | Theory Review and Ex |
| 编辑 | Emanuela Rosazza Gianin,Carlo Sgarra |
| 视频video | |
| 概述 | Comprehensive guide to a deep understanding of the main subjects of graduate courses in Mathematical Finance.A rich collection of exercises in Mathematical Finance with almost no competitors on the ma |
| 丛书名称 | UNITEXT |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 2023Latest edition |
| 关键词 | Option Pricing; Arbitrage Theory; Derivatives Hedging; Mathematical Finance; Stochastic Financial Models |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-031-28378-9 |
| isbn_softcover | 978-3-031-28377-2 |
| isbn_ebook | 978-3-031-28378-9Series ISSN 2038-5714 Series E-ISSN 2532-3318 |
| issn_series | 2038-5714 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 19:45:35
