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Mathematical finance : theory review and exercises : from binomial model to risk measures

By: Contributor(s): Language: English Series: UNITEXT- La Mathematica per il 3+2 | ; ; v.70Publication details: Springer 2013 SwitzerlandDescription: x, 277pISBN:
  • 9783319013565
Subject(s): DDC classification:
  • 519.2 G348m
Summary: 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.
List(s) this item appears in: New arrivals February 17 to 23, 2025
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Books Books PK Kelkar Library, IIT Kanpur General Stacks 519.2 G348m (Browse shelf(Opens below)) Available A186710
Total holds: 0

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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