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Financial Mathematics Theory and Problems for Multi-period Models /
With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Milano :
Springer Milan : Imprint: Springer,
2012.
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| Edición: | 1st ed. 2012. |
| Colección: | La Matematica per il 3+2,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
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| 001 | 978-88-470-2538-7 | ||
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| 020 | |a 9788847025387 |9 978-88-470-2538-7 | ||
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| 082 | 0 | 4 | |a 519 |2 23 |
| 100 | 1 | |a Pascucci, Andrea. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Financial Mathematics |h [electronic resource] : |b Theory and Problems for Multi-period Models / |c by Andrea Pascucci, Wolfgang J. Runggaldier. |
| 250 | |a 1st ed. 2012. | ||
| 264 | 1 | |a Milano : |b Springer Milan : |b Imprint: Springer, |c 2012. | |
| 300 | |a IX, 294 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 490 | 1 | |a La Matematica per il 3+2, |x 2038-5757 | |
| 505 | 0 | |a Pricing and hedging -- Portfolio optimization -- American options -- Interest rates. | |
| 520 | |a With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the bachelor level. Since financial Institutions provide non negligible job opportunities also for mathematicians, and scientists in general, it appeared to be appropriate to have a financial mathematics course already at the bachelor level in mathematics. Most mathematical techniques in use in financial mathematics are related to continuous time models and require thus notions from stochastic analysis that bachelor students do in general not possess. Basic notions and methodologies in use in financial mathematics can however be transmitted to students also without the technicalities from stochastic analysis by using discrete time (multi-period) models for which general notions from Probability suffice and these are generally familiar to students not only from science courses, but also from economics with quantitative curricula. There do not exists many textbooks for multi-period models and the present volume is intended to fill in this gap. It deals with the basic topics in financial mathematics and, for each topic, there is a theoretical section and a problem section. The latter includes a great variety of possible problems with complete solution. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Business. | |
| 650 | 0 | |a Management science. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Mathematics. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Business and Management. |
| 650 | 2 | 4 | |a Financial Economics. |
| 650 | 2 | 4 | |a Applications of Mathematics. |
| 700 | 1 | |a Runggaldier, Wolfgang J. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9788847025370 |
| 776 | 0 | 8 | |i Printed edition: |z 9788847025394 |
| 830 | 0 | |a La Matematica per il 3+2, |x 2038-5757 | |
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||