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

By: Chin, Eric, 1971- [author.]Contributor(s): Nel, Dian, 1979- [author.] | Olafsson, Sverrir, 1950- [author.]Material type: TextTextSeries: Wiley finance seriesPublisher: Hoboken : Wiley, 2014Description: 1 online resource (398 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9781119966074Subject(s): Finance -- Mathematical models | Stochastic analysisGenre/Form: Electronic books.Additional physical formats: Print version:: Problems and solutions in mathematical finance. Volume 1, Stochastic calculus.DDC classification: 332.01/51922 LOC classification: HG106 | .C495 2014Online resources: Click to View
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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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