Problems and solutions in mathematical finance. Volume 1, Stochastic calculus /
| Main Authors: | , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken :
Wiley,
2014.
|
| Series: | Wiley finance series.
|
| Subjects: | |
| Online Access: | Click to View |
Table of 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.