Chin, Eric, 1971-

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.

9781119966074


Finance--Mathematical models.
Stochastic analysis.


Electronic books.

HG106 / .C495 2014

332.01/51922