Problems and solutions in mathematical finance : stochastic calculus. Volume 1 : Stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson.
Material type:
TextPublication details: West Sussex : John Wiley, 2014Description: viii, 379 p. : ill . ; 25 cmISBN: 9781119965831 (hbk.)Subject(s): Finance -- Mathematical models | Stochastic analysisAdditional physical formats: Online version:: Problems and solutions in mathematical financeDDC classification: 332.0151922 LOC classification: HG106 | .C45 2014 Vol. 1
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.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Staff Circulation
|
APU Library Open Shelf | Book | HG106 .C45 2014 Vol. 1 c.1 (Browse shelf (Opens below)) | 1 | Available (No use restrictions) | 00014386 | |
General Circulation
|
APU Library Open Shelf | Book | HG106 .C45 2014 Vol. 1 c.2 (Browse shelf (Opens below)) | 2 | Available (No use restrictions) | 00014385 |
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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