Problems and Exercises II

Igor V. Evstigneev, Thorsten Hens and Klaus Schenk-Hoppé
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Igor V. Evstigneev: University of Manchester
Thorsten Hens: University of Zurich

Chapter 16 in Mathematical Financial Economics, 2015, pp 157-165 from Springer

Abstract: Abstract This chapter assembles problems and exercises on derivative securities pricing. Some of the questions include additional theoretical material. The others represent numerical examples, which can be used in tutorials and examinations. Detailed answers to all the questions are provided.

Keywords: Derivative Security Pricing; Detailed Answers; Numerical Examples; Payoff Function; Quantitative Finance (search for similar items in EconPapers)
Date: 2015
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Chapter: Problems and Exercises I (2015)
Chapter: Problems and Exercises III (2015)
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DOI: 10.1007/978-3-319-16571-4_16

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