TY  - BOOK
AU  - Chin,Eric
AU  - Nel,Dian
AU  - Olafsson,Sverrir
TI  - Problems and solutions in mathematical finance: stochastic calculus 
T2  - Wiley finance series
SN  - 9781119965831 (cloth)
U1  - 332.0151922 23
PY  - 2014///
CY  - Chichester
PB  - John Wiley
KW  - Finance
KW  - Mathematical models
KW  - Stochastic analysis
N1  - 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
N2  - 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
ER  -