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Item specifics
- Condition
- Book Title
- Mathematical Finance : Theory Review and Exercises
- ISBN
- 9783031283772
- Subject Area
- Mathematics, Business & Economics
- Publication Name
- Mathematical Finance : Theory Review and Exercises
- Publisher
- Springer
- Item Length
- 9.3 in
- Subject
- Finance / General, Applied
- Publication Year
- 2023
- Series
- Unitext Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Weight
- 21.3 Oz
- Item Width
- 6.1 in
- Number of Pages
- Xii, 305 Pages
Mathematical Finance : Theory Review and Exercises, Paperback by Gianin, Eman…
About this product
Product Identifiers
Publisher
Springer
ISBN-10
3031283775
ISBN-13
9783031283772
eBay Product ID (ePID)
8059016488
Product Key Features
Number of Pages
Xii, 305 Pages
Publication Name
Mathematical Finance : Theory Review and Exercises
Language
English
Publication Year
2023
Subject
Finance / General, Applied
Type
Textbook
Subject Area
Mathematics, Business & Economics
Series
Unitext Ser.
Format
Trade Paperback
Dimensions
Item Weight
21.3 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Edition Number
2
Dewey Edition
23
Series Volume Number
149
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
332.015195
Table Of Content
– 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.
Synopsis
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.
LC Classification Number
H61.25
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