Product Information
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. 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 fundamentals 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.Product Identifiers
PublisherJohn Wiley & Sons INC International Concepts
ISBN-139781119965831
eBay Product ID (ePID)176429819
Product Key Features
Number of Pages400 Pages
Publication NameProblems and Solutions in Mathematical Finance: Stochastic Calculus
LanguageEnglish
SubjectFinance, Mathematics
Publication Year2014
TypeTextbook
AuthorDian Nel, Eric Chin, Sverrir Olafsson
SeriesThe Wiley Finance Series
Dimensions
Item Height242 mm
Item Weight800 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorSverrir Olafsson, Dian Nel, Eric Chin