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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chin, Eric, 1971-
Otros Autores: Nel, Dian, 1979-, Olafsson, Sverrir, 1950-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, UK : Wiley, 2014.
Temas:
Finance > Mathematical models.
Stochastic analysis.
Finances > Modèles mathématiques.
Analyse stochastique.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Stochastic analysis
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Preface
  • General probability theory
  • Wiener process
  • Stochastic differential equations
  • Change of measure
  • Poisson process
  • Mathematics formulae
  • Probability theory formulae
  • Differential equations formulae
  • Bibliography
  • Notation.

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