Problems and Solutions in Mathematical Finance: Stochastic Calculus
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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Somerset
Wiley
2014
|
| Ausgabe: | 1st ed |
| Schriftenreihe: | The Wiley Finance Series
|
| Schlagworte: | |
| Online-Zugang: | TUM01 |
| Zusammenfassung: | 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 |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 online resource (398 pages) |
| ISBN: | 9781119966074 9781119965831 |
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Datensatz im Suchindex
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| author | Chin, Eric 1971- |
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| dewey-full | 332.01/51922 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.01/51922 |
| dewey-sort | 3332.01 551922 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1st ed |
| format | Electronic eBook |
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| isbn | 9781119966074 9781119965831 |
| language | English |
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| spelling | Chin, Eric 1971- Verfasser (DE-588)1060028204 aut Problems and Solutions in Mathematical Finance Stochastic Calculus 1st ed Somerset Wiley 2014 © 2014 1 online resource (398 pages) txt rdacontent c rdamedia cr rdacarrier The Wiley Finance Series Description based on publisher supplied metadata and other sources 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 Mathematisches Modell Finance -- Mathematical models Stochastic analysis Olafsson, Sverrir Sonstige oth Nel, Dian 1979- Sonstige (DE-588)1060028263 oth Erscheint auch als Druck-Ausgabe Chin, Eric Problems and Solutions in Mathematical Finance : Stochastic Calculus |
| spellingShingle | Chin, Eric 1971- Problems and Solutions in Mathematical Finance Stochastic Calculus Mathematisches Modell Finance -- Mathematical models Stochastic analysis |
| title | Problems and Solutions in Mathematical Finance Stochastic Calculus |
| title_auth | Problems and Solutions in Mathematical Finance Stochastic Calculus |
| title_exact_search | Problems and Solutions in Mathematical Finance Stochastic Calculus |
| title_full | Problems and Solutions in Mathematical Finance Stochastic Calculus |
| title_fullStr | Problems and Solutions in Mathematical Finance Stochastic Calculus |
| title_full_unstemmed | Problems and Solutions in Mathematical Finance Stochastic Calculus |
| title_short | Problems and Solutions in Mathematical Finance |
| title_sort | problems and solutions in mathematical finance stochastic calculus |
| title_sub | Stochastic Calculus |
| topic | Mathematisches Modell Finance -- Mathematical models Stochastic analysis |
| topic_facet | Mathematisches Modell Finance -- Mathematical models Stochastic analysis |
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