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

Furkejuvvon:
Bibliográfalaš dieđut
Váldodahkkit: Chin, Eric, 1971- (Dahkki), Nel, Dian, 1979- (Dahkki), Olafsson, Sverrir, 1950- (Dahkki)
Materiálatiipa: Elektrovnnalaš E-girji
Giella:eaŋgalasgiella
Almmustuhtton: Hoboken : Wiley, 2014.
Ráidu:Wiley finance series.
Fáttát:
Liŋkkat:An electronic book accessible through the World Wide Web; click to view
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Sisdoallologahallan:
  • 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.