Financial Calculus With Applications(1st Edition)
Authors:
Erio Castagnoli
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ISBN: 8823821746, 978-8823821743
Book publisher: EGEA
Financial Calculus With Applications 1st Edition Summary: This volume deals with traditional financial mathematics, at times presented in a critical and provocative way. We are convinced that even with the recent and rapid developments of mathematical finance, the topics we consider here continue to be of interest in terms of their applications and in constructing a general framework of financial evaluation. This volume contains an introduction to two themes – interest rate term structure and financial immunization – that are more modern and market-oriented. Several exercises have also been their use should facilitate self-verification of learning without the need for further material.
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