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Problems and solutions in mathematical finance. Volume 1, 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 |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
West Sussex, UK :
John & Wiley Sons,
2014.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | OR_ocn908649798 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr unu|||||||| | ||
| 008 | 150508s2014 enk ob 001 0 eng d | ||
| 040 | |a UMI |b eng |e rda |e pn |c UMI |d OCLCF |d NJR |d OCLCQ |d YOU |d UAB |d SOE |d OCLCO |d OCLCQ | ||
| 020 | |a 9781119966081 | ||
| 020 | |a 1119966086 | ||
| 020 | |a 1118845145 | ||
| 020 | |a 9781118845141 | ||
| 020 | |z 9781119965831 | ||
| 020 | |z 1119965837 | ||
| 035 | |a (OCoLC)908649798 | ||
| 037 | |a CL0500000585 |b Safari Books Online | ||
| 050 | 4 | |a HG106 | |
| 082 | 0 | 4 | |a 332.01/51922 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Chin, Eric, |d 1971- |e author. | |
| 245 | 1 | 0 | |a Problems and solutions in mathematical finance. |n Volume 1, |p stochastic calculus / |c Eric Chin, Dian Nel and Sverrir Ólafsson. |
| 264 | 1 | |a West Sussex, UK : |b John & Wiley Sons, |c 2014. | |
| 300 | |a 1 online resource (1 volume) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 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 O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 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 Finance |x Mathematical models. |2 fast |0 (OCoLC)fst00924398 | |
| 650 | 7 | |a Stochastic analysis. |2 fast |0 (OCoLC)fst01133499 | |
| 700 | 1 | |a Nel, Dian, |d 1979- |e author. | |
| 700 | 1 | |a Olafsson, Sverrir, |d 1950- |e author. | |
| 776 | 0 | 8 | |i Print version: |a Chin, Eric, 1971- |t Problems and solutions in mathematical finance. Volume 1, stochastic calculus |z 9781119966074 |w (DLC) 2013048052 |w (OCoLC)864676823 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781119966081/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 994 | |a 92 |b IZTAP | ||