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

Sábháilte in:
Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Chin, Eric, 1971- (Údar), Nel, Dian, 1979- (Údar), Olafsson, Sverrir, 1950- (Údar)
Formáid: Leictreonach Ríomhleabhar
Teanga:Béarla
Foilsithe / Cruthaithe: Hoboken : Wiley, 2014.
Sraith:Wiley finance series.
Ábhair:
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Clár na nÁbhar:
  • 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.