Problems and solutions in mathematical finance. Volume 1, Stochastic calculus /
Eric Chin, Dian Nel and Sverrir Olafsson.
- 1 online resource (398 pages).
- Wiley finance series .
- Wiley finance series. .
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.