Description
Mathematical Finance: Theory Review and Exercises, 2013
From Binomial Model to Risk Measures
La Matematica per il 3+2 Series
Authors: Rosazza Gianin Emanuela, Sgarra Carlo
Language: EnglishSubjects for Mathematical Finance: Theory Review and Exercises:
Approximative price 47.46 €
In Print (Delivery period: 15 days).
Add to cart the book of Rosazza Gianin Emanuela, Sgarra Carlo277 p. · 15.5x23.5 cm · Paperback
Description
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/li>Biography
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Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia Emanuela
ROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia
Offers substantially more exercises on continuous time than do other textbooks
Includes three completely new chapters (one on Arbitrage Theory and Incompleteness, one on Risk Measures, and one on Stochastic Volatility Models and Models with jumps)
Presents a middle ground between the stochastic and the analytic approach to option pricing and hedging at a reasonable, but not trivial, mathematical level
Includes supplementary material: sn.pub/extras