by Emanuela Rosazza Gianin (Author), Carlo Sgarra (Author)
This book collects over 120 exercises on topics in 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.
Back Jacket
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.
Author Biography
Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia Emanuela
ROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia
Number of Pages: 277
Dimensions: 0.6 x 9.1 x 6.1 IN
Publication Date: September 10, 2013
