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010   $a3-319-01357-2
024 7 $a10.1007/978-3-319-01357-2
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035   $a(PQKBTitleCode)TC0001187330
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035   $a(PQKB)11510149
035   $a(DE-He213)978-3-319-01357-2
035   $a(MiAaPQ)EBC5590900
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035   $a(MiAaPQ)EBC1698441
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100   $a20140210d2013      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt
182   $cc
183   $acr
200 10$aMathematical Finance: Theory Review and Exercises $eFrom Binomial Model to Risk Measures /$fby Emanuela Rosazza Gianin, Carlo Sgarra
205   $a1st ed. 2013.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2013.
215   $a1 online resource (X, 285 p.) 
225 1 $aLa Matematica per il 3+2,$x2038-5757 ;$v70
300   $aBibliographic Level Mode of Issuance: Monograph
311 08$a3-319-01356-4 
327   $a1 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.
330   $aThe book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results necessary to solve the exercises. The book is intended as an exercise textbook to accompany graduate courses in mathematical finance offered at many universities as part of degree programs in Applied and Industrial Mathematics, Mathematical Engineering, and Quantitative Finance.
410  0$aLa Matematica per il 3+2,$x2038-5757 ;$v70
606   $aProbabilities
606   $aFinance
606   $aStatistics
606   $aProbability Theory
606   $aFinancial Economics
606   $aStatistics in Business, Management, Economics, Finance, Insurance
615  0$aProbabilities.
615  0$aFinance.
615  0$aStatistics.
615 14$aProbability Theory.
615 24$aFinancial Economics.
615 24$aStatistics in Business, Management, Economics, Finance, Insurance.
676   $a519.24
700   $aRosazza Gianin$b Emanuela$4aut$4http://id.loc.gov/vocabulary/relators/aut$0310531
702   $aSgarra$b Carlo$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910437873703321
996   $aMathematical Finance: Theory Review and Exercises$92540538
997   $aUNINA