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

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Chin, Eric, 1971- (Awdur), Nel, Dian, 1979- (Awdur), Olafsson, Sverrir, 1950- (Awdur)
Fformat: Electronig eLyfr
Iaith:Saesneg
Cyhoeddwyd: Hoboken : Wiley, 2014.
Cyfres:Wiley finance series.
Pynciau:
Mynediad Ar-lein:An electronic book accessible through the World Wide Web; click to view
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Tabl Cynhwysion:
  • 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.