反馈文件质量
lgli/G:\!genesis\1\_missing\ecbc97c448f4faba5416797585c40732.pdf
Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures (UNITEXT Book 70) 🔍
Emanuela Rosazza Gianin, Carlo Sgarra (auth.) Springer International Publishing : Imprint : Springer, UNITEXT, Unitext 70, 1, 2013
英语 [en] · PDF · 3.2MB · 2013 · 📘 非小说类图书 · 🚀/duxiu/lgli/lgrs/nexusstc/scihub/zlib · Save
描述
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 Is Intended 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. 1 Short Review Of Probability And Of Stochastic Processes -- 2 Portfolio Optimization In Discrete Time Models -- 3 Binomial Model For Option Pricing -- 4 Absence Of Arbitrage And Completeness Of Market Models -- 5 Itô’s Formula And Stochastic Differential Equations -- 6 Partial Differential Equations In Finance -- 7 Black-scholes Model For Option Pricing And Hedging Strategies -- 8 American Options -- 9 Exotic Options -- 10 Interest Rate Models -- 11 Pricing Models Beyond Black-scholes -- 12 Risk Measures: Value At Risk And Beyond. By Emanuela Rosazza Gianin, Carlo Sgarra.
备用文件名
lgrsnf/G:\!genesis\1\_missing\ecbc97c448f4faba5416797585c40732.pdf
备用文件名
nexusstc/Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures/ecbc97c448f4faba5416797585c40732.pdf
备用文件名
scihub/10.1007/978-3-319-01357-2.pdf
备用文件名
zlib/Science (General)/Emanuela Rosazza Gianin, Carlo Sgarra (auth.)/Mathematical Finance: Theory Review and Exercises: From Binomial Model to Risk Measures_2360214.pdf
备选作者
Rosazza Gianin, Emanuela, Sgarra, Carlo
备选作者
Gianin, Emanuela Rosazza
备用出版商
Springer International Publishing AG
备用出版商
Springer Nature Switzerland AG
备用出版商
Springer London, Limited
备用版本
Springer Nature (Textbooks & Major Reference Works), Cham, 2014
备用版本
La Matematica per il 3+2, 70, 1st ed. 2013, Cham, 2013
备用版本
UNITEXT, 70, Cham, cop. 2013
备用版本
Unitext, v. 70, Cham, 2013
备用版本
Switzerland, Switzerland
备用版本
Unitext, New York, 2013
备用版本
2013, 2014
元数据中的注释
lg1191762
元数据中的注释
{"container_title":"UNITEXT","content":{"parsed_at":1698636013,"source_extension":"epub"},"edition":"1","isbns":["3319013564","3319013572","9783319013565","9783319013572"],"issns":["2038-5714"],"last_page":285,"publisher":"Springer","series":"Unitext 70"}
备用描述
Front Matter....Pages i-x
Short review of Probability and of Stochastic Processes....Pages 1-15
Portfolio Optimization in Discrete-Time Models....Pages 17-30
Binomial Model for Option Pricing....Pages 31-60
Absence of Arbitrage and Completeness of Market Models....Pages 61-83
Itô’s Formula and Stochastic Differential Equations....Pages 85-99
Partial Differential Equations in Finance....Pages 101-122
Black-Scholes Model for Option Pricing and Hedging Strategies....Pages 123-152
American Options....Pages 153-171
Exotic Options....Pages 173-199
Interest Rate Models....Pages 201-232
Pricing Models beyond Black-Scholes....Pages 233-245
Risk Measures: Value at Risk and beyond....Pages 247-271
Back Matter....Pages 273-285
备用描述
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 is intended 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.
Erscheinungsdatum: 10.09.2013
开源日期
2014-07-04
更多信息……

🚀 快速下载

成为会员以支持书籍、论文等的长期保存。为了感谢您对我们的支持，您将获得高速下载权益。❤️

🐢 低速下载

由可信的合作方提供。 更多信息请参见常见问题解答。 （可能需要验证浏览器——无限次下载！）

所有选项下载的文件都相同，应该可以安全使用。即使这样，从互联网下载文件时始终要小心。例如，确保您的设备更新及时。
显示外部下载
  • 对于大文件，我们建议使用下载管理器以防止中断。
    推荐的下载管理器：JDownloader
  • 您将需要一个电子书或 PDF 阅读器来打开文件，具体取决于文件格式。
    推荐的电子书阅读器：Anna的档案在线查看器、ReadEra和Calibre
  • 使用在线工具进行格式转换。
    推荐的转换工具：CloudConvert和PrintFriendly
  • 您可以将 PDF 和 EPUB 文件发送到您的 Kindle 或 Kobo 电子阅读器。
    推荐的工具：亚马逊的“发送到 Kindle”和djazz 的“发送到 Kobo/Kindle”
  • 支持作者和图书馆
    ✍️ 如果您喜欢这个并且能够负担得起，请考虑购买原版，或直接支持作者。
    📚 如果您当地的图书馆有这本书，请考虑在那里免费借阅。