Problems and solutions in mathematical finance: stochastic calculus / Eric Chin, Sverrir Olafsson
Chin, Eric, 1971-;
(John Wiley and Sons, 2014)
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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 |
No. Panggil : | 332.015 CHI p (1) |
Entri utama-Nama orang : | |
Subjek : | |
Penerbitan : | Hoboken, New Jersey: John Wiley and Sons, 2014 |
Sumber Pengatalogan: | LibUI eng rda |
ISBN: | [9781119965831] |
Tipe Konten: | [text ] |
Tipe Media: | [unmediated ] |
Tipe Carrier: | [volume ] |
Edisi: | [] |
Catatan Seri: | The Wiley Finance Series |
Catatan Umum: | 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 |
Catatan Versi Asli: | |
Deskripsi Fisik: | viii, 379 pages : illustration ; 26 cm |
Lembaga Pemilik: | Universitas Indonesia |
Lokasi: | Perpustakaan UI, lantai 2. |
No. Panggil | No. Barkod | Ketersediaan |
---|---|---|
332.015 CHI p (1) | 01-15-02577 | TERSEDIA |
332.015 CHI p (1) | 01-15-02578 | TERSEDIA |
Ulasan: |
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