Book Details

Internet Resource: Please Login to download book

This is a collection of exercises that illustrates some fundamental aspects of Mathematical Finance, in particular the valuation of derivatives. It is aimed at students of master's degree courses, but can also be successfully used in first level degree courses, by students who have adequate mathematical training (degree courses in mathematics, engineering). The resolution of the exercises is addressed with the use of methods of both Probability Theory (stochastic processes) and Mathematical Analysis (Partial Derivative Equations).