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

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

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Detalles Bibliográficos
Otros Autores: Nel, Dian, 1979- author (author), Olafsson, Sverrir, 1950- author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Chichester, West Sussex: Wiley 2014.
Hoboken : 2014.
Edición:1st edition
Colección:Wiley finance series.
Materias:
Finance > Mathematical models.
Stochastic analysis.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630037306719
Tabla de Contenidos:
  • 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.

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