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Mathematical Finance: Theory Review and Exercises by Emanuela Rosazza Gianin

Mathematical Finance: Theory Review and Exercises

by Emanuela Rosazza Gianin
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Book cover type: Paperback
  • ISBN13: 9783031283772
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 280
  • Original Price: EUR 59.99
  • Language: English
  • Edition: 2023
  • Item Weight: 567 grams
  • BISAC Subject(s): Applied

Emanuela Rosazza Gianin is Professor of Mathematical Finance at Department of Statistics and Quantitative Methods at the University of Milano Bicocca in Italy. Before working there with different positions, she worked at University of Naples Federico II, still in Italy, as Assistant Professor. Her research interests focus on different aspects of risk measures, insurance premia and pricing, as well as on Backward Stochastic Differential Equations and their applications to Mathematical Finance. She has published about 30 papers in international scientific journals and two textbooks for Springer.

Carlo Sgarra is Associate Professor of Mathematical Finance at Politecnico di Milano. The main subjects of his research are exotic option pricing, valuation problems in incomplete market models, in particular stochastic volatility models, models with jumps and models with transaction cost. His most recent projects are focused on energy market models and pricing and hedging of energy commodity derivatives: parameter estimation methods and risk premium valuation for different model classes. He published about 30 papers on international journals and three textbooks on Mathematical Finance.

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