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Problems and solutions in mathematical finance. Volume 1, Stochastic calculus / Eric Chin, Dian Nel and Sverrir Ólafsson.

By: Chin, Eric, 1971- [author.].
Contributor(s): Nel, Dian, 1979- [author.] | Olafsson, Sverrir, 1950- [author.].
Material type: materialTypeLabelBookSeries: Wiley finance series: Publisher: Chichester, West Sussex : Wiley, 2014Description: 1 online resource (viii, 379 pages .).Content type: text Media type: computer Carrier type: online resourceISBN: 1118845145; 9781118845141; 9781119966074; 1119966078.Subject(s): Finance -- Mathematical models | Stochastic analysis | Finance -- Mathematical models | Stochastic analysisGenre/Form: Electronic books.Additional physical formats: Print version:: No title; Print version:: Problems and solutions in mathematical finance.DDC classification: 332.01/51922 Online resources: Wiley Online Library
Contents:
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.
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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.

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