000			01354 a2200265 4500
003			OSt
005			20250224164624.0
008			250218b xxu||||| |||| 00| 0 eng d
020			_a9783319013565
040			_cIIT Kanpur
041			_aeng
082			_a519.2 _bG348m
100			_aGianin, Emanuela Rosazza
245			_aMathematical finance : theory review and exercises _bfrom binomial model to risk measures _cEmanuela Rosazza Gianin and Carlo Sgarra
260			_bSpringer _c2013 _aSwitzerland
300			_ax, 277p
440			_aUNITEXT- La Mathematica per il 3+2
490			_v; v.70
520			_aThe 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.
650			_aFinance
650			_aProbabilities
650			_aProbability theory and stochastic processes
700			_aSgarra, Carlo
942			_cBK
999			_c567372 _d567372