Problems and Solutions in Mathematical Finance

Stochastic Calculus

Business & Finance, Finance & Investing, Investments & Securities
Cover of the book Problems and Solutions in Mathematical Finance by Eric Chin, Sverrir Ólafsson, Dian Nel, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Eric Chin, Sverrir Ólafsson, Dian Nel ISBN: 9781119966081
Publisher: Wiley Publication: November 20, 2014
Imprint: Wiley Language: English
Author: Eric Chin, Sverrir Ólafsson, Dian Nel
ISBN: 9781119966081
Publisher: Wiley
Publication: November 20, 2014
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Wiley

Cover of the book Overcoming Dyslexia For Dummies by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Makromolekulare Chemie by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Legal, Tax and Accounting Strategies for the Canadian Real Estate Investor by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Windows 7 For Seniors For Dummies by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Productive Workplaces by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book DNA in Supramolecular Chemistry and Nanotechnology by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Principles of Quantitative Development by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Racial Conflict in Global Society by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Vom Leistungstief zum Leistungshoch by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Space Modulation Techniques by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Work Breakdown Structures by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Common U.S. GAAP Issues Facing CPAS by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Thinkquiry Toolkit 1 by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Rapid Emergency and Unscheduled Care by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Pigs at the Trough by Eric Chin, Sverrir Ólafsson, Dian Nel
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy