Mathematical Finance: Theory Review and Exercises

DOI10.1007/978-3-319-01357-2zbMath1278.91002OpenAlexW2490884673MaRDI QIDQ5327415

Carlo Sgarra, Emanuela Rosazza Gianin

Publication date: 7 August 2013

Published in: UNITEXT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-01357-2

zbMATH Keywords

option pricingstochastic differential equationsmathematical financerisk measuresexotic optionsItō formulabinomial modelportfolio optimisationabsence of arbitragePDEs in finance

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

This page was built for publication: Mathematical Finance: Theory Review and Exercises