Chin, Eric, 1971-
Problems and solutions in mathematical finance : Volume 1, Stochastic calculus / [electronic resource] Eric Chin, Dian Nel and Sverrir Ólafsson. - 1 online resource (viii, 379 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.
1118845145 9781118845141 9781119966074 1119966078
Finance--Mathematical models.
Stochastic analysis.
Finance--Mathematical models.
Stochastic analysis.
Electronic books.
HG106 / .C495 2014
332.01/51922
Problems and solutions in mathematical finance : Volume 1, Stochastic calculus / [electronic resource] Eric Chin, Dian Nel and Sverrir Ólafsson. - 1 online resource (viii, 379 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.
1118845145 9781118845141 9781119966074 1119966078
Finance--Mathematical models.
Stochastic analysis.
Finance--Mathematical models.
Stochastic analysis.
Electronic books.
HG106 / .C495 2014
332.01/51922