| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | HG173.SPR FCT 81861 (Browse shelf) | 1 | Available |
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| HG106.SPR FCT 95189 Optimisation et contrôle stochastique appliqués à la finance | HG106.SPR FCT 95594 Implementing models in quantitative finance | HG173.SPR FCT 81304 Asymptotic chaos expansions in finance | HG173.SPR FCT 81861 Mathematical finance | HG173.SPR FCT 81886 Inspired by finance | HG173.SPR FCT 82567 Financial modeling, actuarial valuation and solvency in insurance | HG173.SPR FCT 82654 Financial modeling |
Colocação: Online
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.
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