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Mathematical Finance: Theory Review and Exercises : From Binomial Model to Risk Measures, PDF eBook

Mathematical Finance: Theory Review and Exercises : From Binomial Model to Risk Measures PDF

Part of the UNITEXT series

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Please note: eBooks can only be purchased with a UK issued credit card and all our eBooks (ePub and PDF) are DRM protected.

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 isintended 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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