Problems and solutions in mathematical finance. Volume 1, Stochastic calculus /
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| Auteurs principaux: | , , |
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| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Hoboken :
Wiley,
2014.
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| Collection: | Wiley finance series.
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| Sujets: | |
| Accès en ligne: | An electronic book accessible through the World Wide Web; click to view |
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Table des matières:
- 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.