| 书目名称 | Mathematical Finance: Theory Review and Exercises |
| 副标题 | From Binomial Model |
| 编辑 | Emanuela Rosazza Gianin,Carlo Sgarra |
| 视频video | |
| 概述 | 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 Stoc |
| 丛书名称 | UNITEXT |
| 图书封面 |  |
| 描述 | 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 isintended 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. |
| 出版日期 | Textbook 2013 |
| 关键词 | arbitrage theory; option pricing; portfolio optimization; risk measures; stochastic volatility |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-01357-2 |
| isbn_softcover | 978-3-319-01356-5 |
| isbn_ebook | 978-3-319-01357-2Series ISSN 2038-5714 Series E-ISSN 2532-3318 |
| issn_series | 2038-5714 |
| copyright | Springer International Publishing Switzerland 2013 |
发表于 2025-3-21 16:19:40
