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Mathematical Finance: Theory Review and Exercises

Mathematical Finance: Theory Review and Exercises

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783319013565
Condition
New
Product Description

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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