Carlo Sgarra: 1 book
Mathematical Finance: Theory Review and Exercises
From Binomial Model to Risk Measures
Language: English
Release Date: February 10, 2014
The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models. Many of the exercises are solved, while others are only proposed. Every chapter contains an introductory section illustrating the main theoretical results...
