03159nam 2200577 450 991020895910332120200520144314.01-118-84514-51-322-33487-01-119-96607-8(CKB)3710000000412615(DLC) 2013048052(Au-PeEL)EBL1866583(CaPaEBR)ebr10990972(CaONFJC)MIL664769(OCoLC)864676823(CaSebORM)9781119966081(MiAaPQ)EBC1866583(EXLCZ)99371000000041261520131125d2014 uy| 0engurcnu||||||||rdacontentrdamediardacarrierProblems and solutions in mathematical financeVolume 1Stochastic calculus /Eric Chin, Dian Nel and Sverrir Olafsson1st editionHoboken :Wiley,2014.1 online resource (439 pages)Wiley finance series1-119-96583-7 1-119-96608-6 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.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.Wiley finance series.FinanceMathematical modelsStochastic analysisFinanceMathematical models.Stochastic analysis.332.01/51922Chin Eric1971-858280Nel Dian1979-Olafsson Sverrir1950-MiAaPQMiAaPQMiAaPQBOOK9910208959103321Problems and solutions in mathematical finance1916203UNINA