MARC details
| 000 -LEADER |
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| fixed length control field |
03084nam a22002417a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20241220150756.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
241220b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783031283772 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.015195 |
| Item number |
ROS |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Rosazza Gianin, Emanuela |
| 245 ## - TITLE STATEMENT |
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| Title |
Mathematical finance: |
| Remainder of title |
theory review and exercises |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Springer |
| Place of publication, distribution, etc. |
Switzerland |
| Date of publication, distribution, etc. |
2023 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xii, 305 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
EUR |
| Price amount |
59.99 |
| 490 ## - SERIES STATEMENT |
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| Series statement |
Unitext, Vol.149 |
| 500 ## - GENERAL NOTE |
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| General note |
Table of content:<br/>Front Matter<br/>Pages i-xii<br/>Download chapter PDF <br/>Short Review of Probability and of Stochastic Processes<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 1-16<br/>Portfolio Optimization in Discrete-Time Models<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 17-30<br/>Binomial Model for Option Pricing<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 31-62<br/>Absence of Arbitrage and Completeness of Market Models<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 63-87<br/>Itô’s Formula and Stochastic Differential Equations<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 89-103<br/>Partial Differential Equations in Finance<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 105-130<br/>Black-Scholes Model for Option Pricing and Hedging Strategies<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 131-167<br/>American Options<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 169-190<br/>Exotic Options<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 191-219<br/>Interest Rate Models<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 221-253<br/>Pricing Models Beyond Black-Scholes<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 255-268<br/>Risk Measures: Value at Risk and Beyond<br/>Emanuela Rosazza Gianin, Carlo Sgarra<br/>Pages 269-299<br/>Back Matter<br/>Pages 301-305<br/>[https://link.springer.com/book/10.1007/978-3-031-28378-9] |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures. The potential audience consists of students in Applied Mathematics, Engineering and Economics, attending courses in Mathematical Finance. The most important subjects covered by this textbook are Pricing and Hedging of different classes of financial derivatives (European, American Exotic options, Fixed Income derivatives) in the most popular modeling frameworks, both in discrete and continuous time setting, like the Binomial and the Black-Scholes models. A Chapter on static portfolio optimization, one on pricing for more advanced models and one on Risk Measures complete the overview on the main issues presented in classical courses on Mathematical Finance. About one hundred exercises are proposed, and a large amount of them provides a detailed solution, while a few are left as an exercise to the reader. Every chapter includes a brief resume of the main theoretical results to apply. This textbook is the result of several years of teaching experience of both the authors.<br/><br/>(https://link.springer.com/book/10.1007/978-3-031-28378-9) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Economics--Mathematical |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Business--Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Sgarra, Carlo |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
Book |
| Source of classification or shelving scheme |
Dewey Decimal Classification |