Mathematical Finance

Theory Review and Exercises

von

Sgarra, CarloRosazza Gianin, Emanuela

BuchPaperback

Verkaufsrang7214inMathematik

CHF85.90

BuchCHF85.90

eBookCHF71.00

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The book is conceived as a guide to solve exercises in Mathematical Finance and a complement to theoretical lectures.

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ISBN/GTIN978-3-031-28377-2

ProduktartBuch

EinbandPaperback

VerlagSpringer

Erscheinungsdatum19.04.2023

Auflage2nd ed. 2023

ReiheLa Matematica per il 3+2

Reihen-Nr.149

Seiten320 Seiten

SpracheEnglisch

MasseBreite 155 mm, Höhe 235 mm, Dicke 17 mm

Gewicht546 g

WarengruppeNaturwissenschaft

KategorieMathematik

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Über die Autorin/den Autor

Sgarra, CarloRosazza Gianin, Emanuela

Emanuela Rosazza Gianin is Professor of Mathematical Finance at Department of Statistics and Quantitative Methods at the University of Milano Bicocca in Italy. Before working there with different positions, she worked at University of Naples Federico II, still in Italy, as Assistant Professor. Her research interests focus on different aspects of risk measures, insurance premia and pricing, as well as on Backward Stochastic Differential Equations and their applications to Mathematical Finance. She has published about 30 papers in international scientific journals and two textbooks for Springer.Carlo Sgarra is Associate Professor of Mathematical Finance at Politecnico di Milano. The main subjects of his research are exotic option pricing, valuation problems in incomplete market models, in particular stochastic volatility models, models with jumps and models with transaction cost. His most recent projects are focused on energy market models and pricing and hedging of energy commodity derivatives: parameter estimation methods and risk premium valuation for different model classes. He published about 30 papers on international journals and three textbooks on Mathematical Finance.