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

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Bibliografski detalji
Glavni autori: Chin, Eric, 1971- (Autor), Nel, Dian, 1979- (Autor), Olafsson, Sverrir, 1950- (Autor)
Format: Elektronički e-knjiga
Jezik:engleski
Izdano: Hoboken : Wiley, 2014.
Serija:Wiley finance series.
Teme:
Online pristup:An electronic book accessible through the World Wide Web; click to view
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Sadržaj:
  • 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.