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

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Bibliografske podrobnosti
Main Authors: Chin, Eric, 1971- (Author), Nel, Dian, 1979- (Author), Olafsson, Sverrir, 1950- (Author)
Format: Elektronski eKnjiga
Jezik:angleščina
Izdano: Hoboken : Wiley, 2014.
Serija:Wiley finance series.
Teme:
Online dostop:An electronic book accessible through the World Wide Web; click to view
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Kazalo:
  • 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.