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Problems and solutions in mathematical finance.

Chin, Eric, 1971-

Problems and solutions in mathematical finance. Volume 1, Stochastic calculus / 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.

ISBN: 1118845145 9781118845141 9781119966074 1119966078

Subjects--Topical Terms:
Finance--Mathematical models.
Stochastic analysis.
Finance--Mathematical models.
Stochastic analysis.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG106 / .C495 2014

Dewey Class. No.: 332.01/51922

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