|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910208959103321 |
|
|
Autore |
Chin Eric <1971-> |
|
|
Titolo |
Problems and solutions in mathematical finance . Volume 1 Stochastic calculus / / Eric Chin, Dian Nel and Sverrir Olafsson |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Hoboken : , : Wiley, , 2014 |
|
|
|
|
|
|
|
ISBN |
|
1-118-84514-5 |
1-322-33487-0 |
1-119-96607-8 |
|
|
|
|
|
|
|
|
Edizione |
[1st edition] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (439 pages) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Finance - Mathematical models |
Stochastic analysis |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
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. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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, |
|
|
|
|