Finanza Matematica
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Introduzione Alla Finanza Matematica
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Author : Riccardo Cesari
language : it
Publisher: Springer Science & Business Media
Release Date : 2010-05-30
Introduzione Alla Finanza Matematica written by Riccardo Cesari and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-05-30 with Mathematics categories.
Il libro illustra l'approccio della moderna finanza matematica al caso dei titoli derivati, certamente gli strumenti più innovativi e più diffusi del mercato finanziario. La metodologia detta di non arbitraggio (o di Black e Scholes) viene illustrata sia in termini euristici sia in termini formali e applicata per fornire la guida al pricing e all'hedging dei titoli c.d. derivati in quanto dipendenti da altri titoli: forward e futures, floaters, swap, opzioni sia semplici sia esotiche, titoli strutturati e opzioni nascoste, di mercato azionario, di tasso d'interesse, di cambio, di credito etc. I derivati sono analizzati sia per le finalità speculative sia per quelle di copertura dei rischi. Grafici, esempi numerici, riferimenti normativi (Consob) ed esercizi aiutano il lettore alla comprensione dei diversi strumenti considerati. I modelli teorici tra i più noti in letteratura sono presi in esame, analizzati passo per passo e messi a confronto.
Finanza Matematica
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Author : Jacques Janssen
language : it
Publisher: G Giappichelli Editore
Release Date : 2012
Finanza Matematica written by Jacques Janssen and has been published by G Giappichelli Editore this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Business & Economics categories.
Financial Mathematics
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Author : Andrea Pascucci
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-04-05
Financial Mathematics written by Andrea Pascucci and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-04-05 with Mathematics categories.
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. 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.
Matematica Finanziaria Ediz Inglese
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Author : Luca Vincenzo Ballestra
language : en
Publisher:
Release Date : 2019
Matematica Finanziaria Ediz Inglese written by Luca Vincenzo Ballestra and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Business & Economics categories.
Mathematical Techniques In Finance
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Author : Ales Cerný
language : en
Publisher: Princeton University Press
Release Date : 2009-07-06
Mathematical Techniques In Finance written by Ales Cerný and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-06 with Business & Economics categories.
Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, and provides plenty of opportunities for students to practice applied mathematics and cutting-edge finance. Ales Cerný mixes tools from calculus, linear algebra, probability theory, numerical mathematics, and programming to analyze in an accessible way some of the most intriguing problems in financial economics. The textbook is the perfect hands-on introduction to asset pricing, optimal portfolio selection, risk measurement, and investment evaluation. The new edition includes the most recent research in the area of incomplete markets and unhedgeable risks, adds a chapter on finite difference methods, and thoroughly updates all bibliographic references. Eighty figures, over seventy examples, twenty-five simple ready-to-run computer programs, and several spreadsheets enhance the learning experience. All computer codes have been rewritten using MATLAB and online supplementary materials have been completely updated. A standard textbook for graduate finance courses Introduction to asset pricing, portfolio selection, risk measurement, and investment evaluation Detailed examples and MATLAB codes integrated throughout the text Exercises and summaries of main points conclude each chapter
Mathematical Finance Theory Review And Exercises
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Author : Emanuela Rosazza Gianin
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-02-10
Mathematical Finance Theory Review And Exercises written by Emanuela Rosazza Gianin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-10 with Mathematics categories.
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.
Introduction To The Mathematics Of Finance
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Author : R. J. Williams
language : en
Publisher: American Mathematical Society
Release Date : 2021-09-14
Introduction To The Mathematics Of Finance written by R. J. Williams and has been published by American Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-14 with Mathematics categories.
The modern subject of mathematical finance has undergone considerable development, both in theory and practice, since the seminal work of Black and Scholes appeared a third of a century ago. This book is intended as an introduction to some elements of the theory that will enable students and researchers to go on to read more advanced texts and research papers. The book begins with the development of the basic ideas of hedging and pricing of European and American derivatives in the discrete (i.e., discrete time and discrete state) setting of binomial tree models. Then a general discrete finite market model is introduced, and the fundamental theorems of asset pricing are proved in this setting. Tools from probability such as conditional expectation, filtration, (super)martingale, equivalent martingale measure, and martingale representation are all used first in this simple discrete framework. This provides a bridge to the continuous (time and state) setting, which requires the additional concepts of Brownian motion and stochastic calculus. The simplest model in the continuous setting is the famous Black-Scholes model, for which pricing and hedging of European and American derivatives are developed. The book concludes with a description of the fundamental theorems for a continuous market model that generalizes the simple Black-Scholes model in several directions.
Finanza Matematica
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Author : Andrea Pascucci
language : it
Publisher: Springer Science & Business Media
Release Date : 2009-12-05
Finanza Matematica written by Andrea Pascucci and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-05 with Mathematics categories.
La finanza matematica ha visto un notevole sviluppo in tempi recenti, soprattutto per l'introduzione di strumenti finanziari atti a contenere il rischio nelle operazioni di mercato. Lo studio delle problematiche legate a tali strumenti richiede tecniche matematiche talvolta sofisticate e la maggior parte di queste tecniche sono legate alla teoria della Probabilità. Gli ambienti finanziari sono quindi divenuti uno sbocco professionale non solo per gli economisti, ma anche per i matematici ed in generale per i laureati delle discipline tecnico-scientifiche. Il presente libro è inteso come testo e nasce dall'esperienza d’insegnamento degli autori. Non esistono molti testi simili a livello internazionale ed il libro intende colmare tale lacuna. Benché concepito maggiormente per un corso di laurea triennale in matematica, esso dovrebbe adattarsi bene anche a corsi di tipo quantitativo per le facoltà di economia.
Esercizi Di Finanza Matematica
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Author : Emanuela Rosazza Gianin
language : it
Publisher: Springer Science & Business Media
Release Date : 2007-01-10
Esercizi Di Finanza Matematica written by Emanuela Rosazza Gianin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-10 with Business & Economics categories.
Questa è una raccolta di esercizi che illustra alcuni aspetti fondamentali della Finanza Matematica, in particolare della valutazione dei derivati. E’ rivolta a studenti dei corsi di Laurea Magistrale, ma può essere utilizzata con successo anche nei corsi di Laurea del primo livello, da studenti che abbiano una adeguata formazione di tipo matematico (Corsi di Laurea in Matematica, Ingegneria). La risoluzione degli esercizi viene affrontata con l’utilizzo di metodi propri sia della Teoria della Probabilità (processi stocastici) che dell’Analisi Matematica (Equazioni alle Derivate Parziali).
Advances In Mathematical Finance
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Author : Michael C. Fu
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-06-22
Advances In Mathematical Finance written by Michael C. Fu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-06-22 with Business & Economics categories.
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.