ISBN: | 9781119965831 (cloth) |
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ISBN: | 1119965837 (cloth) |
语种代码: | eng |
个人名称: | Chin, Eric,1971- |
题名: | Problems and solutions in mathematical finance. Volume 1, Stochastic calculus / Eric Chin, Dian Nel and Sverrir O |
出版发行项: | Chichester, West Sussex : Wiley, 2014. |
载体形态: | viii, 379 pages ; 26 cm. |
书目附注: | Includes bibliographical references and index. |
格式化内容附注: | 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. |