Problems and solutions in mathematical finance : stochastic calculus / Eric Chin, Dian Nel and Sverrir Olafsson.
Material type:
TextSeries: Wiley finance seriesPublication details: Chichester : John Wiley, 2014.Description: volumes ; 26 cmISBN: - 9781119965831 (cloth)
- 332.0151922 23 C539
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 332.0151922 C539 (Browse shelf(Opens below)) | Available | 136500 |
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| 332.015118 M684 The handbook of news analytics in finance | 332.01513 W726 Introduction to the mathematics of finance | 332.0151564 Sa351 Mathematical control theory and finance | 332.0151922 C539 Problems and solutions in mathematical finance : | 332.0151923 F668 Stochastic finance : | 332.01519233 C993 Contract theory in continuous-time models / | 332.015195 Introduction to Econophysics: Correlations and Complexity in Finance |
v1.
Includes bibliographical references and index.
1. General probability theory --
2. Wiener process --
3. Stochastic di?erential equations --
4. Change of measure --
5. Poisson process --
Appendix A Mathematics formulae --
Appendix B Probability theory formulae --
Appendix C Differential equations formulae --
Bibliography --
Notation--
Index.
Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.
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