Problems and solutions in mathematical finance.

Main Author: Chin, Eric, 1971- (Author)
Other Authors: Nel, Dian,
Format: Book
Language:English
Series:Wiley finance series
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10990972
LEADER 01068nam a2200217 a 4500
001 1856587
005 20171111234639.0
008 131125s2014 nju ob 001 0 eng|d
020 |a 9781119966074(ebook)  |z 9781119965831 (cloth) 
040 |a CaPaEBR  |b eng  |e rda 
050 1 4 |a HG106  |b .C495 2014eb  |e pn 
100 1 |a Chin, Eric,  |d 1971-  |e author. 
245 1 0 |a Problems and solutions in mathematical finance.  |c Eric Chin, Dian Nel and Sverrir Olafsson. 
300 |a 1 online resource (398 pages). 
490 1 |a Wiley finance series 
504 |a Includes bibliographical references and index. 
505 0 |a 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. 
650 0 |a Finance  |x Mathematical models. 
700 1 |a Nel, Dian, 
856 4 0 |a Olafsson, Sverrir,  |u http://site.ebrary.com/lib/ucy/Doc?id=10990972 
952 |a CY-NiOUC  |b 5a0460306c5ad14ac1ee1b79  |c 998a  |d 945l  |e -  |t 1  |x m  |z Books