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Book Cover
Author Chin, Eric, 1971-

Title Problems and solutions in mathematical finance : stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson
Published Chichester, West Sussex, UK : Wiley, 2014
Online access available from:
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Description 1 online resource
Series Wiley finance series
Wiley finance series.
Contents Preface -- General probability theory -- Wiener process -- Stochastic differential equations -- Change of measure -- Poisson process -- Mathematics formulae -- Probability theory formulae -- Differential equations formulae -- Bibliography -- Notation
Bibliography Includes bibliographical references and index
Notes Print version record and CIP data provided by publisher
Subject Finance -- Mathematical models.
Stochastic analysis.
Form Electronic book
Author Nel, Dian, 1979-
Olafsson, Sverrir, 1950-
LC no. 2013048052
ISBN 1119966078 (pdf)
1119966086 (epub)
9781119966074 (pdf)
9781119966081 (epub)