Chin, Eric, 1971-
Problems and solutions in mathematical finance : stochastic calculus. Volume 1 : Stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson. - West Sussex : John Wiley, 2014. - viii, 379 p. : ill . ; 25 cm.
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.
9781119965831 (hbk.)
2013043864
Finance--Mathematical models.
Stochastic analysis.
HG106 / .C45 2014 Vol. 1
332.0151922 / CHI 2014
Problems and solutions in mathematical finance : stochastic calculus. Volume 1 : Stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson. - West Sussex : John Wiley, 2014. - viii, 379 p. : ill . ; 25 cm.
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.
9781119965831 (hbk.)
2013043864
Finance--Mathematical models.
Stochastic analysis.
HG106 / .C45 2014 Vol. 1
332.0151922 / CHI 2014