株式会社極東書店トップ ＞ 商品一覧 ＞ Mathematical Finance: Theory Review and Exercises : From Binomial Model to Risk Measures.
商品詳細
Mathematical Finance: Theory Review and Exercises : From Binomial Model to Risk Measures. 数理ファイナンス
・ISBN 978-3-319-01356-5 soft EUR 44.99
￥12,025.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Rosazza Gianin, Emanuela / Sgarra, C., |
|---|---|
| シリーズ | UNITEXT / La Matematica per il 3+2 |
| 出版社 | (Springer, GW) |
| 出版年月 | 2013 |
| ページ数 | 300 pp. |
| 言語 | ENG |
| ニュース番号 | ＜608-522 608-L147＞ |
解説
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.