Problems and solutions in mathematical finance. Volume 1, Stochastic calculus /
Gardado en:
| Main Authors: | , , |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Hoboken :
Wiley,
2014.
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| Series: | Wiley finance series.
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| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
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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.