Problems and solutions in mathematical finance. / Volume 1, : Stochastic calculus / / Eric Chin, Dian Nel and Sverrir Olafsson.
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| Superior document: | Wiley finance series |
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| Place / Publishing House: | Hoboken : : Wiley,, 2014. |
| Year of Publication: | 2014 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | 1 online resource (398 pages). |
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Table of 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.