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 Gardening For Dummies, Pocket Edition by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Canadian Copyright Law by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Sustainable Polymers from Biomass by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book The Persistence of Gender Inequality by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book The Value of Innovation by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book What Executives Need to Know About Project Management by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Criticality in Neural Systems by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book The Simplified Guide to Not-for-Profit Accounting, Formation, and Reporting by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Advanced Ceramic Materials by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Stem Cell Therapeutics for Cancer by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book The Global Manufacturing Revolution by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Scripting Cultures by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Contracting-out Welfare Services by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Understanding Theories of Religion by Eric Chin, Sverrir Ólafsson, Dian Nel
Cover of the book Quantum Communications in New Telecommunications Systems 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