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Problems and solutions in mathematical finance. Volume 1, Stochastic calculus

Author: Eric Chin; Dian Nel; Sverrir Olafsson
Publisher: Chichester, West Sussex : Wiley, 2014.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally  Read more...

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Genre/Form: Electronic books
Additional Physical Format: Print version:
(DLC) 2013043864
Print version:
Chin, Eric, 1971-
Problems and solutions in mathematical finance.
Chichester, West Sussex : Wiley, 2014
(DLC) 2013048052
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Eric Chin; Dian Nel; Sverrir Olafsson
ISBN: 1118845145 9781118845141 9781119966074 1119966078
OCLC Number: 896595197
Description: 1 online resource (viii, 379 pages .).
Contents: Preface --
General probability theory --
Wiener process --
Stochastic di?erential equations --
Change of measure --
Poisson process --
A Mathematics formulae --
B Probability theory formulae --
C Differential equations formulae --
Bibliography --
Notation.
Series Title: Wiley finance series.
Responsibility: Eric Chin, Dian Nel and Sverrir Ólafsson.

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