Problems and solutions in mathematical finance. Stochastic calculus / Volume 1
Finance Stochastic analysis sähkökirjat
Wiley
2014
EISBN 9781119966074
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.
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.
