000			a
999			_c34047 _d34047
008			250712b xxu||||| |||| 00| 0 eng d
020			_a9783031283772
082			_a332.015195 _bROS
100			_aRosazza Gianin, Emanuela
245			_aMathematical finance : theory review and exercises
250			_a2nd ed.
260			_bSpringer, _c2023 _aCham :
300			_axii, 305 p. ; _bill., _c24 cm
365			_b29.99 _c€ _d100.40
490			_aLa Matematica per il 3+2, 2038-5757 ; _vv.149
504			_aIncludes bibliographical references and index.
520			_aThe 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			_aBusiness Mathematical models
650			_aBusiness mathematics
650			_aEconomics, Mathematical
650			_aProblems and exercises
700			_aSgarra, Carlo
942			_2ddc _cBK