000 | 02078nam a2200445 i 4500 | ||
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001 | 0000189811 | ||
005 | 20171002065536.0 | ||
006 | m o d | ||
007 | cr cn||||||||| | ||
008 | 131125s2014 nju ob 001 0 eng|d | ||
020 | _z9781119965831 (cloth) | ||
020 | _a9781119966074 (e-book) | ||
035 | _a(CaPaEBR)ebr10990972 | ||
035 | _a(OCoLC)864676823 | ||
040 |
_aCaPaEBR _beng _erda _epn _cCaPaEBR |
||
050 | 1 | 4 |
_aHG106 _b.C495 2014eb |
082 | 0 | 4 |
_a332.01/51922 _223 |
100 | 1 |
_aChin, Eric, _d1971- _eauthor. |
|
245 | 1 | 0 |
_aProblems and solutions in mathematical finance. _nVolume 1, _pStochastic calculus / _cEric Chin, Dian Nel and Sverrir Olafsson. |
264 | 1 |
_aHoboken : _bWiley, _c2014. |
|
300 | _a1 online resource (398 pages). | ||
336 |
_atext _2rdacontent |
||
337 |
_acomputer _2rdamedia |
||
338 |
_aonline resource _2rdacarrier |
||
490 | 1 | _aWiley finance series | |
504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _aPreface -- 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. | |
588 | _aDescription based on print version record. | ||
590 | _aElectronic reproduction. Palo Alto, Calif. : ebrary, 2014. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. | ||
650 | 0 |
_aFinance _xMathematical models. |
|
650 | 0 | _aStochastic analysis. | |
655 | 0 | _aElectronic books. | |
700 | 1 |
_aNel, Dian, _d1979- _eauthor. |
|
700 | 1 |
_aOlafsson, Sverrir, _d1950- _eauthor. |
|
776 | 0 | 8 |
_iPrint version: _aChin, Eric. _tProblems and solutions in mathematical finance. Volume 1, Stochastic calculus. _dHoboken : Wiley, 2014 _kWiley finance series _z9781119965831 _w(DLC) 2013043864 |
797 | 2 | _aebrary. | |
830 | 0 | _aWiley finance series. | |
856 | 4 | 0 |
_uhttp://site.ebrary.com/lib/daystar/Doc?id=10990972 _zAn electronic book accessible through the World Wide Web; click to view |
908 | _a170314 | ||
942 | 0 | 0 | _cEB |
999 |
_c178944 _d178944 |