Problems and solutions in mathematical finance : Volume 1, Stochastic calculus / [electronic resource]
by Chin, Eric [author.]; Nel, Dian [author.]; Olafsson, Sverrir [author.].
Material type:
BookSeries: Wiley finance series: Publisher: Chichester, West Sussex : Wiley, 2014.Description: 1 online resource (viii, 379 pages .).ISBN: 1118845145; 9781118845141; 9781119966074; 1119966078.Subject(s): Finance -- Mathematical models | Stochastic analysis | Finance -- Mathematical models | Stochastic analysis | Electronic booksOnline resources: Wiley Online Library
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.
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