UNITEXT - Mathematical Finance: Theory Review and Exercises
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12

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Published By Springer International Publishing

9783319013565, 9783319013572

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American Options

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_8 ◽

2013 ◽

pp. 153-171

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

American Options

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Black-Scholes Model for Option Pricing and Hedging Strategies

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_7 ◽

2013 ◽

pp. 123-152

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Option Pricing ◽

Hedging Strategies ◽

Black Scholes Model ◽

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Exotic Options

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_9 ◽

2013 ◽

pp. 173-199

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

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Itô’s Formula and Stochastic Differential Equations

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_5 ◽

2013 ◽

pp. 85-99

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Itô’S Formula ◽

Itô's Formula ◽

Ito’S Formula ◽

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Binomial Model for Option Pricing

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_3 ◽

2013 ◽

pp. 31-60

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Option Pricing ◽

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Interest Rate Models

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_10 ◽

2013 ◽

pp. 201-232

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Interest Rate ◽

Interest Rate Models

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Absence of Arbitrage and Completeness of Market Models

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_4 ◽

2013 ◽

pp. 61-83

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Market Models ◽

Absence Of Arbitrage

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Partial Differential Equations in Finance

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_6 ◽

2013 ◽

pp. 101-122

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

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Portfolio Optimization in Discrete-Time Models

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_2 ◽

2013 ◽

pp. 17-30

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

Portfolio Optimization ◽

Discrete Time ◽

Discrete Time Models

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Risk Measures: Value at Risk and beyond

UNITEXT - Mathematical Finance: Theory Review and Exercises ◽

10.1007/978-3-319-01357-2_12 ◽

2013 ◽

pp. 247-271

Author(s):

Emanuela Rosazza Gianin ◽

Carlo Sgarra

Keyword(s):

At Risk ◽

Value At Risk ◽

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