03307nam 22006615 450 991043787370332120251113211636.03-319-01357-210.1007/978-3-319-01357-2(CKB)3710000000089104(SSID)ssj0001187330(PQKBManifestationID)11659227(PQKBTitleCode)TC0001187330(PQKBWorkID)11244033(PQKB)11510149(DE-He213)978-3-319-01357-2(MiAaPQ)EBC5590900(PPN)176748245(MiAaPQ)EBC1698441(EXLCZ)99371000000008910420140210d2013 u| 0engurnn|008mamaatxtccrMathematical Finance: Theory Review and Exercises From Binomial Model to Risk Measures /by Emanuela Rosazza Gianin, Carlo Sgarra1st ed. 2013.Cham :Springer International Publishing :Imprint: Springer,2013.1 online resource (X, 285 p.) La Matematica per il 3+2,2038-5757 ;70Bibliographic Level Mode of Issuance: Monograph3-319-01356-4 1 Short review of Probability and of Stochastic Processes -- 2 Portfolio Optimization in Discrete time Models -- 3 Binomial Model for Option Pricing -- 4 Absence of arbitrage and Completeness of market models -- 5 Itô’s Formula and Stochastic Differential Equations -- 6 Partial Differential Equations in Finance -- 7 Black-Scholes model for Option Pricing and Hedging Strategies -- 8 American Options -- 9 Exotic Options -- 10 Interest Rate Models -- 11 Pricing Models beyond Black-Scholes -- 12 Risk Measures: Value at Risk and beyond.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.La Matematica per il 3+2,2038-5757 ;70ProbabilitiesFinanceStatisticsProbability TheoryFinancial EconomicsStatistics in Business, Management, Economics, Finance, InsuranceProbabilities.Finance.Statistics.Probability Theory.Financial Economics.Statistics in Business, Management, Economics, Finance, Insurance.519.24Rosazza Gianin Emanuelaauthttp://id.loc.gov/vocabulary/relators/aut310531Sgarra Carloauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910437873703321Mathematical Finance: Theory Review and Exercises2540538UNINA