[数理金融]Mathematical Finance: Theory Review and Exercises

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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.

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Review

From the book reviews:
“This work is a very useful companion volume to courses in mathematical finance, and it can also be successfully used for self-study.” (László Imre Szabó, Acta Scientiarum Mathematicarum (Szeged), Vol. 80 (1-2), 2014)


From the Back Cover

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.

About the Author

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

Product Details

• Series: UNITEXT (Book 70)
  
• Paperback: 285 pages
• Publisher: Springer; 2013 edition (October 18, 2013)
• Language: English
• ISBN-10: 3319013564
• ISBN-13: 978-3319013565
• Product Dimensions: 9.1 x 6.1 x 0.6 inches
• Shipping Weight: 1.3 pounds (
  

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关键词：Mathematical mathematica Mathematic Exercises exercise different necessary exercises including subjects

kankan

好书，支持一下

thanks!

谢谢楼主分享~

谢谢分享~

看看 谢谢分享！！！

thanks

Mathematical Finance

谢谢啊，正好需要一个练习册