Overview
- Both a theoretical and practical section
- Discrete time (multi-period) models
- Practical applications in finance and economics
- Includes supplementary material: sn.pub/extras
Part of the book series: UNITEXT (UNITEXT)
Part of the book sub series: La Matematica per il 3+2 (UNITEXTMAT)
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Table of contents (4 chapters)
Keywords
About this book
Reviews
From the reviews:
“The authors present a textbook for a course in financial mathematics at the bachelor level. … It presents a plethora of highly instructive problems/exercises and their solutions, enabling the reader to acquire a confident practical working knowledge of the material. These advantages make the book exceptionally valuable for students; moreover, since the setup of the book is the one used in industry applications of mathematical finance, it can be a very useful read for practitioners interested in the theoretical aspects of the applied methods.” (Tamás Mátrai, Zentralblatt MATH, Vol. 1247, 2012)
Authors and Affiliations
About the authors
Andrea Pascucci is Professor of Financial Mathematics at the University of Bologna where he is also director of a master in Math Finance. His research interests include partial differential equations and stochastic analysis with applications to finance, with a special focus on option pricing, volatility modeling and analytical methods.
Wolfgang Runggaldier is Professor in Probability at the University of Padova. His research interests are in the general area of stochastic dynamical systems and, since about twenty years, mainly in financial mathematics. In this latter area he has been conducting extensive research, lecturing in various places, supervising students, organizing meetings and workshops and taking part in editorial boards.
Bibliographic Information
Book Title: Financial Mathematics
Book Subtitle: Theory and Problems for Multi-period Models
Authors: Andrea Pascucci, Wolfgang J. Runggaldier
Series Title: UNITEXT
DOI: https://doi.org/10.1007/978-88-470-2538-7
Publisher: Springer Milano
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Milan 2012
Softcover ISBN: 978-88-470-2537-0Published: 19 January 2012
eBook ISBN: 978-88-470-2538-7Published: 05 April 2012
Series ISSN: 2038-5714
Series E-ISSN: 2532-3318
Edition Number: 1
Number of Pages: IX, 294
Topics: Quantitative Finance, Business and Management, general, Finance, general, Applications of Mathematics
Industry Sectors: Finance, Business & Banking