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