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    <title>Problems and solutions in mathematical finance : Volume 1, Stochastic calculus</title>
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  <name type="personal">
    <namePart>Chin, Eric</namePart>
    <namePart type="date">1971-</namePart>
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  <name type="personal">
    <namePart>Nel, Dian</namePart>
    <namePart type="date">1979-</namePart>
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  <name type="personal">
    <namePart>Olafsson, Sverrir</namePart>
    <namePart type="date">1950-</namePart>
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    <extent>1 online resource (viii, 379 pages .).</extent>
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  <tableOfContents>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.</tableOfContents>
  <note type="statement of responsibility">Eric Chin, Dian Nel and Sverrir Ólafsson.</note>
  <note>Includes bibliographical references and index.</note>
  <subject authority="lcsh">
    <topic>Finance</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stochastic analysis</topic>
  </subject>
  <subject authority="fast">
    <topic>Finance</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="fast">
    <topic>Stochastic analysis</topic>
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  <classification authority="lcc">HG106 .C495 2014</classification>
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    <titleInfo>
      <title>Problems and solutions in mathematical finance</title>
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      <namePart>Chin, Eric, 1971-</namePart>
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      <publisher>Chichester, West Sussex : Wiley, 2014</publisher>
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      <title>Wiley finance series</title>
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