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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Pascucci, Andrea (Auteur), Runggaldier, Wolfgang J. (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Milano : Springer Milan : Imprint: Springer, 2012.
Édition:1st ed. 2012.
Collection:La Matematica per il 3+2,
Sujets:
Accès en ligne:Texto Completo
Table des matières:
  • Pricing and hedging
  • Portfolio optimization
  • American options
  • Interest rates.