Problems and solutions in mathematical finance.
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| Format: | Book |
| Language: | English |
| Series: | Wiley finance series
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| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10990972 |
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.