Authors:
- Offers substantially more exercises on continuous time than do other textbooks
- Includes three completely new chapters (one on Arbitrage Theory and Incompleteness, one on Risk Measures, and one on Stochastic Volatility Models and Models with jumps)
- Presents a middle ground between the stochastic and the analytic approach to option pricing and hedging at a reasonable, but not trivial, mathematical level
- Includes supplementary material: sn.pub/extras
Part of the book series: UNITEXT (UNITEXT, volume 70)
Part of the book sub series: La Matematica per il 3+2 (UNITEXTMAT)
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Table of contents (12 chapters)
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Front Matter
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Back Matter
About this book
Reviews
From the book reviews:
“This work is a very useful companion volume to courses in mathematical finance, and it can also be successfully used for self-study.” (László Imre Szabó, Acta Scientiarum Mathematicarum (Szeged), Vol. 80 (1-2), 2014)
Authors and Affiliations
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Dipartimento di Statistica e Metodi Quantitativi Milano-Bicocca, Milan, Italy
Emanuela Rosazza Gianin
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Dipartimento di Matematica, Politecnico di Milano, Milan, Italy
Carlo Sgarra
About the authors
Carlo SGARRA: Associate Professor of Mathematical Finance, Politecnico di Milano, Italia Emanuela
ROSAZZA GIANIN: Associate Professor of Statistics and Quantitative Methods, University of Milano-Bicocca, Italia
Bibliographic Information
Book Title: Mathematical Finance: Theory Review and Exercises
Book Subtitle: From Binomial Model to Risk Measures
Authors: Emanuela Rosazza Gianin, Carlo Sgarra
Series Title: UNITEXT
DOI: https://doi.org/10.1007/978-3-319-01357-2
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2013
Softcover ISBN: 978-3-319-01356-5Published: 10 September 2013
eBook ISBN: 978-3-319-01357-2Published: 10 February 2014
Series ISSN: 2038-5714
Series E-ISSN: 2532-3318
Edition Number: 1
Number of Pages: X, 277
Topics: Probability Theory and Stochastic Processes, Finance, general, Statistics for Business, Management, Economics, Finance, Insurance