Problems and solutions in mathematical finance
Eric Chin, Dian Nel and Sverrir Ólafsson
| Year of publication: |
2014-
|
|---|---|
| Authors: | Chin, Eric ; Nel, Dian ; Sverrir Ólafsson |
| Publisher: |
Chichester : Wiley |
| Subject: | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory |
| Published items: |
1 hits in ECONIS - Online Catalogue of the ZBW
|
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | PrefaceGeneral 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. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010414513