000 03076nam a22005055i 4500
001 978-88-470-2538-7
003 DE-He213
005 20140220083336.0
007 cr nn 008mamaa
008 120403s2012 it | s |||| 0|eng d
020 _a9788847025387
_9978-88-470-2538-7
024 7 _a10.1007/978-88-470-2538-7
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aBUS027000
_2bisacsh
082 0 4 _a519
_223
100 1 _aPascucci, Andrea.
_eauthor.
245 1 0 _aFinancial Mathematics
_h[electronic resource] :
_bTheory and Problems for Multi-period Models /
_cby Andrea Pascucci, Wolfgang J. Runggaldier.
264 1 _aMilano :
_bSpringer Milan :
_bImprint: Springer,
_c2012.
300 _aIX, 294 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aUnitext,
_x2038-5714
505 0 _aPricing and hedging -- Portfolio optimization -- American options -- Interest rates.
520 _aWith 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 _aMathematics.
650 0 _aFinance.
650 0 _aEconomics.
650 1 4 _aMathematics.
650 2 4 _aQuantitative Finance.
650 2 4 _aEconomics/Management Science, general.
650 2 4 _aFinance/Investment/Banking.
650 2 4 _aApplications of Mathematics.
700 1 _aRunggaldier, Wolfgang J.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9788847025370
830 0 _aUnitext,
_x2038-5714
856 4 0 _uhttp://dx.doi.org/10.1007/978-88-470-2538-7
912 _aZDB-2-SMA
999 _c104164
_d104164