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 necessary to solve the exercises. The book is
intended as an exercise textbook to accompany graduate courses in mathematical finance offered at many universities as part of degree programs in Applied and Industrial Mathematics, Mathematical Engineering, and Quantitative Finance.
Publisher: Springer International Publishing AG
Number of pages: 277
Weight: 615 g
Dimensions: 235 x 155 x 15 mm
Edition: 2013 ed.
From the book reviews:
"This work is a very useful companion volume to courses in mathematical finance, and it can also be successfully used for self-study." (Laszlo Imre Szabo, Acta Scientiarum Mathematicarum (Szeged), Vol. 80 (1-2), 2014)