Cargando…
Problems and solutions in mathematical finance : stochastic calculus /
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, UK :
Wiley,
2014.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn864676823 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 131202s2014 enk ob 001 0 eng | ||
| 010 | |a 2013048052 | ||
| 040 | |a DLC |b eng |e rda |e pn |c DLC |d OCLCF |d N$T |d EBLCP |d E7B |d DEBSZ |d OCLCO |d OCLCQ |d YJL |d IDEBK |d OCLCQ |d ZCU |d OCLCQ |d MERUC |d OCLCQ |d ICG |d OCLCQ |d DKC |d AU@ |d OCLCQ |d UKAHL |d OCLCQ |d TUHNV |d OCLCO |d SGP |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 927509645 |a 992904017 |a 1100462360 |a 1124539951 | ||
| 020 | |a 9781119966081 |q (epub) | ||
| 020 | |a 1119966086 |q (epub) | ||
| 020 | |a 9781119966074 |q (pdf) | ||
| 020 | |a 1119966078 |q (pdf) | ||
| 020 | |a 9781118845141 |q (ebk) | ||
| 020 | |a 1118845145 |q (ebk) | ||
| 020 | |z 9781119965831 |q (cloth) | ||
| 029 | 1 | |a AU@ |b 000067099535 | |
| 029 | 1 | |a CHNEW |b 000705417 | |
| 029 | 1 | |a CHVBK |b 334946921 | |
| 029 | 1 | |a DEBBG |b BV042741340 | |
| 029 | 1 | |a DEBBG |b BV043613846 | |
| 029 | 1 | |a DEBSZ |b 422995207 | |
| 035 | |a (OCoLC)864676823 |z (OCoLC)927509645 |z (OCoLC)992904017 |z (OCoLC)1100462360 |z (OCoLC)1124539951 | ||
| 042 | |a pcc | ||
| 050 | 0 | 0 | |a HG106 |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 0 | |a 332.01/51922 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Chin, Eric, |d 1971- | |
| 245 | 1 | 0 | |a Problems and solutions in mathematical finance : |b stochastic calculus / |c Eric Chin, Dian Nel and Sverrir Olafsson. |
| 264 | 1 | |a Chichester, West Sussex, UK : |b Wiley, |c 2014. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Preface -- General probability theory -- Wiener process -- Stochastic differential equations -- Change of measure -- Poisson process -- Mathematics formulae -- Probability theory formulae -- Differential equations formulae -- Bibliography -- Notation. | |
| 588 | 0 | |a Print version record and CIP data provided by publisher. | |
| 520 | |a Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one's further understanding of mathematical finance. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Stochastic analysis |2 fast | |
| 700 | 1 | |a Nel, Dian, |d 1979- | |
| 700 | 1 | |a Olafsson, Sverrir, |d 1950- | |
| 758 | |i has work: |a Problems and Solutions in Mathematical Finance : Volume I - Stochastic Calculus (Text) |1 https://id.oclc.org/worldcat/entity/E39PCXFJBXy89kf6ftm6vqb9Kq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Chin, Eric, 1971- |t Problems and solutions in mathematical finance. |d Hoboken : Wiley, 2014 |z 9781119965831 |w (DLC) 2013043864 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1866583 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH27112766 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL1866583 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL4444543 | ||
| 938 | |a ebrary |b EBRY |n ebr10990972 | ||
| 938 | |a EBSCOhost |b EBSC |n 910169 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis25785380 | ||
| 994 | |a 92 |b IZTAP | ||