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

• Main Authors: Chin, Eric, 1971- (Author), Nel, Dian, 1979- (Author), Olafsson, Sverrir, 1950- (Author)
• Format: eBook
• Language: English
• Published: Chichester, West Sussex : Wiley, 2014.
• Series: Wiley finance series.
• Subjects: Finance > Mathematical models.; Stochastic analysis.; Electronic books.

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.