Problems and solutions in mathematical finance : Volume 1, Stochastic calculus - Chin, Eric, 1971-; Nel, Dian, 1979-; Olafsson, Sverrir, 1950- (Chichester, West Sussex : Wiley, 2014)
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.
Includes bibliographical references and index.
Print version record.
Keywords: Finance -- Mathematical models; Stochastic analysis; Finance -- Mathematical models; Stochastic analysis; Electronic books