Problems and solutions in mathematical finance. Volume 1, Stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson. [electronic resource]
Material type: TextSeries: Wiley finance seriesPublisher: Hoboken : Wiley, 2014Description: 1 online resource (398 pages)ISBN:- 9781119966074 (e-book)
- 332.01/51922 23
- HG106 .C495 2014
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Ebook | TUS: Midlands, Main Library Athlone Online | eBook (Browse shelf(Opens below)) | Available |
Includes bibliographical references and index.
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.