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＜E-Book＞
Mathematical Finance: Theory Review and Exercises : From Binomial Model to Risk Measures / by Emanuela Rosazza Gianin, Carlo Sgarra
(La Matematica per il 3+2. ISSN:20385757 ; 70)

Edition	1st ed. 2013.
Publisher	Cham : Springer International Publishing : Imprint: Springer
Year	2013
Size	X, 285 p : online resource
Authors	*Rosazza Gianin, Emanuela author Sgarra, Carlo author SpringerLink (Online service)
Subjects	LCSH:Probabilities LCSH:Finance LCSH:Statistics  FREE:Probability Theory FREE:Financial Economics FREE:Statistics in Business, Management, Economics, Finance, Insurance
Notes	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 HTTP:URL=https://doi.org/10.1007/978-3-319-01357-2

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