Problems and Solutions in Mathematical Finance, Volume I

Problems and Solutions in Mathematical Finance, Volume I Front Cover
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400 pages

Book Description

Problems and Solutions in , Volume I: Stochastic

Mathematical finance requires the use of advanced mathematical techniques drawn from the 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 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.

Table of Contents

Chapter 1 General Probability Theory
Chapter 2 Wiener Process
Chapter 3 Stochastic Differential Equations
Chapter 4 Change of Measure
Chapter 5 Poisson Process

Appendix A Formulae
Appendix B Probability Theory Formulae
Appendix C Differential Equations Formulae

Book Details

  • Title: Problems and Solutions in Mathematical Finance, Volume I
  • Author: , ,
  • Length: 400 pages
  • Edition: 1
  • Language: English
  • Publisher:
  • Publication Date: 2014-11-10
  • ISBN-10: 1119965837
  • ISBN-13: 9781119965831
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