Problems and Solutions in Mathematical Finance: Stochastic CalculusКНИГИ » НАУКА И УЧЕБА
Название: Problems and Solutions in Mathematical Finance: Stochastic Calculus Автор: Eric Chin, Dian Nel, Sverrir Olafsson Издательство: Wiley Год: 2014 Страниц: 400 Формат: PDF Размер: 13 Mb Язык: English
Problems and Solutions in Mathematical Finance: Stochastic Calculus (The Wiley Finance Series)
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.
Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.
This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance.
Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.
Problems And Solutions In Mathematics, 2nd Edition Название: Problems And Solutions In Mathematics, 2nd Edition Автор: Edited by Li Ta-Tsien Издательство: World Scientific Publishing Год: 2011 Формат:...
Stochastic Processes: From Applications to Theory Название: Stochastic Processes: From Applications to Theory Автор: Pierre Del Moral and Spiridon Penev Издательство: CRC Press Год: 2016 Формат: PDF...
Навигация
Вход на сайт
Реклама
Problems and Solutions in Mathematical Finance: Stochastic Calculus 
