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Problems and Solutions in Mathematical Finance
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Description
Description| Publisher | John Wiley & Sons (UK) |
| Author(s) | Eric Chin / Sverrir Ólafsson / Dian Nel |
| Subtitle | Stochastic Calculus |
| Edition | 1 |
| Published | 10th October 2014 |
| Related course codes |
Stochastic Calculus
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.
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