000 02078nam a2200445 i 4500
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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