LEADER 00970nam0 22002651i 450 001 UON00436637 005 20231205104931.412 010 $a978-52-7125-265-5 100 $a20140319d2010 |0itac50 ba 101 $arus 102 $aRU 105 $a|||| 1|||| 200 1 $aSemnadcat' mgnovenij vesny$eprikazano vy?it'$fJulian S. Semenov 210 $aMoskva$cAstrel'$d2010 215 $a701 p.$d22 cm. 316 $aV.S.$5IT-UONSI RUSSORUS. MIRLET/0171 620 $aRU$dMoskva$3UONL003152 700 1$aSEMENOV$bJulian Semenovi?$3UONV110872$0458824 712 $aAstrel'$3UONV269906$4650 801 $aIT$bSOL$c20241213$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$2UONSI 912 $aUON00436637 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI RUSSO RUS. MIR LET 0171 $eSI 8722 7 0171 V.S.$sBuono 996 $aSemnadcat' mgnovenij vesny$91738711 997 $aUNIOR LEADER 02854nam 22005175 450 001 9910698651303321 005 20251009083602.0 010 $a9783031283789$b(electronic bk.) 010 $z9783031283772 024 7 $a10.1007/978-3-031-28378-9 035 $a(MiAaPQ)EBC7238900 035 $a(Au-PeEL)EBL7238900 035 $a(DE-He213)978-3-031-28378-9 035 $a(OCoLC)1377219593 035 $a(PPN)26965593X 035 $a(CKB)26506245500041 035 $a(EXLCZ)9926506245500041 100 $a20230418d2023 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMathematical Finance $eTheory Review and Exercises /$fby Emanuela Rosazza Gianin, Carlo Sgarra 205 $a2nd ed. 2023. 210 1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2023. 215 $a1 online resource (310 pages) 225 1 $aLa Matematica per il 3+2,$x2038-5757 ;$v149 311 08$aPrint version: Rosazza Gianin, Emanuela Mathematical Finance Cham : Springer,c2023 9783031283772 320 $aIncludes bibliographical references and index. 330 $aThe book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors. 410 0$aLa Matematica per il 3+2,$x2038-5757 ;$v149 606 $aSocial sciences$xMathematics 606 $aMathematics in Business, Economics and Finance 615 0$aSocial sciences$xMathematics. 615 14$aMathematics in Business, Economics and Finance. 676 $a332.015195 676 $a332.015195 700 $aRosazza Gianin$b Emanuela$0310531 702 $aSgarra$b Carlo 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910698651303321 996 $aMathematical Finance$93390155 997 $aUNINA