Problems and solutions in mathematical finance. Volume 1, Stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublisher: Hoboken : Wiley, 2014Description: 1 online resource (398 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781119966074 (e-book)
Subject(s): Genre/Form: Additional physical formats: Print version:: Problems and solutions in mathematical finance. Volume 1, Stochastic calculus.DDC classification:
  • 332.01/51922 23
LOC classification:
  • HG106 .C495 2014eb
Online resources:
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.
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Includes bibliographical references and index.

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.

Description based on print version record.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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