Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149) - Image 1

Price loading...

Springer Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149)

Name: Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149)
Brand: Springer

Professional Finance

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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.

Product Specifications

Brand: Springer
Format: Paperback
ASIN: 3031283775
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 19 April 2023
Listed Since: 07 February 2023

Barcode

No barcode data available

Springer Mathematical Finance: Theory Review and Exercises: 149 (UNITEXT, 149)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Mathematical Finance: Theory, Modeling, Implementation

An Introduction to Mathematical Finance with Applications: Understanding and Building Financial Intuition (Springer Undergraduate Texts in Mathematics and Technology)

Capital Market Finance: An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk (Springer Texts in Business and Economics)

Financial Mathematics: Exercises and Solutions (Springer Texts in Business and Economics)

Mathematical Models of Financial Derivatives (Springer Finance)

Derivative Securities and Difference Methods (Springer Finance)

A Course in Derivative Securities: Introduction to Theory and Computation (Springer Finance)

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Undergraduate Introduction To Financial Mathematics, An (fourth Edition): 4th Edition

The Mathematics of Financial Derivatives: A Student Introduction

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Financial Models in Production (SpringerBriefs in Finance)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Financial Mathematics, Derivatives and Structured Products

A Primer For The Mathematics Of Financial Engineering, Second Edition (Financial Engineering Advanced Background Series)

Financial Engineering: Derivatives and Risk Management

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Deterministic And Stochastic Topics In Computational Finance

Actuarial Finance: Derivatives, Quantitative Models and Risk Management

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering)