Problems and Solutions in Mathematical Finance - Stochastic Calculus V1

Name: Problems and Solutions in Mathematical Finance - Stochastic Calculus V1
Brand: John Wiley & Sons Inc
SKU: 9781119965831
Price: 271.48 RON
Availability: InStock

Autor: Eric Chin

Limbă:

Legare: Copertă tare

Editura: John Wiley & Sons Inc

Disponibilitate: În depozitul extern

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271.48 lei

Mathematical finance is one of the most popular courses at universities and the development in this...

Informații despre carte

Autor

Eric Chin

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2014

Pagini

400

EAN

9781119965831

ISBN

1119965837

Enbook ID

01339192

Editura

John Wiley & Sons Inc

Greutate

834

Dimensiuni

245 x 177 x 27

Descriere completă

Mathematical finance is one of the most popular courses at universities and the development in this field is getting more and more sophisticated. Although the progress in mathematical finance has been substantial in recent years, the mathematical principles behind it have not changed in any fundamental way. This book will provide a thorough treatment of stochastic calculus and probability theory that underpin the theory of mathematical finance. The book will take a dual approach - to use stochastic calculus to develop partial differentiation equations for pricing options and also to construct probability measures via martingale theory so that option prices can be expressed as expectations. Each chapter will begin with an introduction of the fundamentals, and the essential definitions and explanations needed to solve the subsequent problems. For students and practitioners, as well as those involved in teaching mathematical finance and financial engineering, this book can be used as a supplementary text or as an independent self-study tool.

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Problems and Solutions in Mathematical Finance - Stochastic Calculus V1

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