Online-Ressource
Verfasst von:	Rosazza Gianin, Emanuela [VerfasserIn]
	Sgarra, Carlo [VerfasserIn]
Titel:	Mathematical Finance
Titelzusatz:	Theory Review and Exercises
Verf.angabe:	by Emanuela Rosazza Gianin, Carlo Sgarra
Ausgabe:	2nd ed. 2023.
Verlagsort:	Cham
Verlag:	Springer Nature Switzerland
E-Jahr:	2023
Jahr:	2023.
Umfang:	1 Online-Ressource (XII, 305 p. 5 illus.)
Gesamttitel/Reihe:	La Matematica per il 3+2 ; 149
ISBN:	978-3-031-28378-9
Abstract:	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.
DOI:	doi:10.1007/978-3-031-28378-9
URL:	Resolving-System: https://doi.org/10.1007/978-3-031-28378-9
	DOI: https://doi.org/10.1007/978-3-031-28378-9
Schlagwörter:	(s)Finanzmathematik
Datenträger:	Online-Ressource
Sprache:	eng
Bibliogr. Hinweis:	Erscheint auch als : Druck-Ausgabe: Rosazza Gianin, Emanuela, 1973 - : Mathematical finance. - Second edition. - Cham : Springer, 2023. - xii, 305 Seiten
RVK-Notation:	SK 980
	QH 237
Sach-SW:	Finance - Mathematical models
	FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK
	PORTFOLIOTHEORIE (OPERATIONS RESEARCH)
	OPTIONEN (FINANZEN)
	FINANZMÄRKTE
	ZINSTHEORIEN
	STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG)
	RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
	STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
	MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH)
	AUFGABENSAMMLUNGEN + ARBEITSBÜCHER (DOKUMENTENTYP)
	LEHRBÜCHER (DOKUMENTENTYP)
K10plus-PPN:	1843502704
	Universitätsbibliothek
Lokale URL UB:	Zum Volltext