Problems and solutions in mathematical finance. Volume 1, Stochastic calculus / Eric Chin, Dian Nel and Sverrir Ólafsson.
Material type: TextSeries: Wiley finance seriesPublisher: Chichester, West Sussex : Wiley, 2014Description: 1 online resource (viii, 379 pages .)Content type:- text
- computer
- online resource
- 1118845145
- 9781118845141
- 9781119966074
- 1119966078
- 332.01/51922 23
- HG106 .C495 2014
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.
Print version record.
Finance