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[统计套利] [数理金融]Mathematical Finance: Theory Review and Exercises   [推广有奖]

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lasgpope 学生认证  发表于 2015-6-17 10:05:42 |显示全部楼层
本帖最后由 fantuanxiaot 于 2015-6-19 17:36 编辑

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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Mathematical Finance- Theory Review and Exercises.pdf (1.97 MB, 售价: 15 个论坛币)


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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天行健,君子以自强不息;地势坤,君子以厚德载物。
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freeoffer 发表于 2015-6-17 10:12:38 |显示全部楼层
kankan
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yangke74 在职认证  发表于 2015-6-17 10:47:43 |显示全部楼层
好书,支持一下
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vegebeef 发表于 2015-6-17 12:17:00 |显示全部楼层
thanks!
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冰族王子 发表于 2015-6-17 12:24:47 |显示全部楼层
谢谢楼主分享~
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rrjj101022 发表于 2015-6-17 14:26:36 |显示全部楼层
谢谢分享~
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dafen 发表于 2015-6-17 14:29:58 |显示全部楼层
看看 谢谢分享!!!
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xiangyu71 发表于 2015-6-17 19:46:02 |显示全部楼层
thanks
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0jzhang 发表于 2015-6-17 20:01:11 |显示全部楼层
Mathematical Finance
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zzyftpl 在职认证  发表于 2015-6-17 21:29:42 |显示全部楼层
谢谢啊,正好需要一个练习册
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