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Problems and Solutions in Mathematical Finance - Wiley Finance Series

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Problems and Solutions in Mathematical Finance - Wiley Finance Series

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Stochastic Calculus, Volume I
Mathematical finance requires the use of advanced mathematicaltechniques drawn from the theory of probability, stochasticprocesses and stochastic differential equations. These areas aregenerally introduced and developed at an abstract level, making itproblematic when applying these techniques to practical issues infinance. Problems and Solutions in Mathematical Finance Volume I:Stochastic Calculus is the first of a four-volume set ofbooks focusing on problems and solutions in mathematicalfinance. This volume introduces the reader to the basic stochasticcalculus concepts required for the study of this important subject,providing a large number of worked examples which enable the readerto build the necessary foundation for more practical orientatedproblems in the later volumes. Through this application and byworking through the numerous examples, the reader will properlyunderstand and appreciate the fundamentals that underpinmathematical finance. Written mainly for students, industry practitioners and thoseinvolved in teaching in this field of study, StochasticCalculus provides a valuable reference book to complementone's further understanding of mathematical finance.
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  • Editie:PDF met Adobe DRM  Meer informatie
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  • ISBN: 9781119966074
  • Serie: Wiley Finance Series
  • Uitgave: John Wiley & Sons
  • Jaar van uitgave: 2014
  • Taal: Engels
  • Bladzijden: 400
  • Artikelnummer: 58048549
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