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Nhan đề: Financial Mathematics : Theory and Problems for Multi-period Models / by Andrea Pascucci, Wolfgang J. Runggaldier.

DDC	519
Tác giả CN	Pascucci, Andrea.
Nhan đề	Financial Mathematics : Theory and Problems for Multi-period Models / by Andrea Pascucci, Wolfgang J. Runggaldier.
Thông tin xuất bản	Milano : Imprint: Springer, : Springer Milan :, 2012.
Mô tả vật lý	IX, 294 p. : digital.
Tóm tắt	<p>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.</p>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.
Thuật ngữ chủ đề	Mathematics.
Thuật ngữ chủ đề	Economics Finance.
Thuật ngữ chủ đề	Applications of Mathematics.
Thuật ngữ chủ đề	Economics/Management Science, general.
Thuật ngữ chủ đề	Finance/Investment/Banking.
Thuật ngữ chủ đề	Quantitative Finance.
Môn học	Toán tài chính
Tác giả(bs) CN	Runggaldier, Wolfgang J.
Tác giả(bs) TT	SpringerLink (Online service)


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100	1 \|aPascucci, Andrea.
245	10\|aFinancial Mathematics : \|bTheory and Problems for Multi-period Models / \|cby Andrea Pascucci, Wolfgang J. Runggaldier.
260	\|aMilano : \|bImprint: Springer, : \|bSpringer Milan :, \|c2012.
300	\|aIX, 294 p. : \|bdigital.
505	0 \|aPricing and hedging -- Portfolio optimization -- American options -- Interest rates.
520	\|a<p>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.</p>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\|aEconomics Finance.
650	24\|aApplications of Mathematics.
650	24\|aEconomics/Management Science, general.
650	24\|aFinance/Investment/Banking.
650	24\|aQuantitative Finance.
690	\|aToán tài chính
700	1 \|aRunggaldier, Wolfgang J.
710	2 \|aSpringerLink (Online service)
856	1\|uhttps://thuvien.ntu.edu.vn/ntukiposdata2/sachdientu/tienganh/500_tunhien_toan/510_toanhoc/financial mathematics theory and problems _andrea pascucci/08847025370_001thumbimage.jpg
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Financial Mathematics : Theory and Problems for Multi-period Models / by Andrea Pascucci, Wolfgang J. Runggaldier

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