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Problems and solutions in mathematical finance: stochastic calculus vol 1

Problems and solutions in mathematical finance: stochastic calculus vol 1
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Barcode Shelf Location Collection Volume Ref. Branch Status Due Date Res.
10020440 HG106.C49 2014
 Reference Book for IBSM and Logistics   GUtech Library . . Available .  
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Field name Details
ISBN 9781119965831
Shelf Location HG106.C49 2014
Author Chin, Eric
Title Problems and solutions in mathematical finance : stochastic calculus vol 1
Publisher West Sussex : Wiley 2014
Description viii
379 p. ; 26 cm
Contents Includes bibliographical references and index.
General probability theory -- Wiener process -- stochastic differential equations -- change of measure -- Poisson process.
Subject Finance --Mathematical models.
Stochastic analysis
Other name(s) Nel, Dian
Olafsson, Sverrir
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