| 000 -LEADER |
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| fixed length control field |
a |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250712b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783031283772 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.015195 |
| Item number |
ROS |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Rosazza Gianin, Emanuela |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Mathematical finance : theory review and exercises |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2023 |
| Place of publication, distribution, etc |
Cham : |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 305 p. ; |
| Other physical details |
ill., |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
29.99 |
| Price type code |
€ |
| Unit of pricing |
100.40 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
La Matematica per il 3+2, 2038-5757 ; |
| Volume number/sequential designation |
v.149 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Business Mathematical models |
|
|---|
| Topical term or geographic name as entry element |
Business mathematics |
|
|---|
| Topical term or geographic name as entry element |
Economics, Mathematical |
|
|---|
| Topical term or geographic name as entry element |
Problems and exercises |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sgarra, Carlo |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |