000			01513cam a2200289 i 4500
001			136500
003			ISI Library, Kolkata
005			20160129151128.0
008			131125s2014 nju b 001 0 eng
020			_a9781119965831 (cloth)
040			_aISI Library
082	0	4	_a332.0151922 _223 _bC539
100	1		_aChin, Eric.
245	1	0	_aProblems and solutions in mathematical finance : _bstochastic calculus / _cEric Chin, Dian Nel and Sverrir Olafsson.
260			_aChichester : _bJohn Wiley, _c2014.
300			_avolumes ; _c26 cm.
490	0		_aWiley finance series
500			_av1.
504			_aIncludes bibliographical references and index.
505	0		_a1. General probability theory -- 2. Wiener process -- 3. Stochastic di?erential equations -- 4. Change of measure -- 5. Poisson process -- Appendix A Mathematics formulae -- Appendix B Probability theory formulae -- Appendix C Differential equations formulae -- Bibliography -- Notation-- Index.
520			_aMathematical 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.
650		0	_aFinance _xMathematical models.
650		0	_aStochastic analysis.
700	1		_aNel, Dian, _eauthor
700	1		_aOlafsson, Sverrir, _eauthor
942			_2ddc _cBK
999			_c420305 _d420305