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035   $a(Au-PeEL)EBL1866583
035   $a(CaPaEBR)ebr10990972
035   $a(CaONFJC)MIL664769
035   $a(OCoLC)864676823
035   $a(CaSebORM)9781119966081
035   $a(MiAaPQ)EBC1866583
035   $a(EXLCZ)993710000000412615
100   $a20131125d2014      uy|            0
101 0 $aeng
135   $aurcnu||||||||
181   $2rdacontent
182   $2rdamedia
183   $2rdacarrier
200 10$aProblems and solutions in mathematical finance$hVolume 1$iStochastic calculus /$fEric Chin, Dian Nel and Sverrir Olafsson
205   $a1st edition
210  1$aHoboken :$cWiley,$d2014.
215   $a1 online resource (439 pages)
225 1 $aWiley finance series
311   $a1-119-96583-7 
311   $a1-119-96608-6 
320   $aIncludes bibliographical references and index.
327   $aPreface -- 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.
330   $aMathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one's further understanding of mathematical finance.
410  0$aWiley finance series.
606   $aFinance$xMathematical models
606   $aStochastic analysis
615  0$aFinance$xMathematical models.
615  0$aStochastic analysis.
676   $a332.01/51922
700   $aChin$b Eric$f1971-$0858280
702   $aNel$b Dian$f1979-
702   $aOlafsson$b Sverrir$f1950-
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910208959103321
996   $aProblems and solutions in mathematical finance$91916203
997   $aUNINA