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Problems and Solutions in Mathematical Finance, Volume 1: Stochastic Calculus Hardcover – Nov. 10 2014

3.8 out of 5 stars 9 ratings

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Product description

From the Inside Flap

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.

From the Back Cover

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 details

  • Publisher ‏ : ‎ Wiley; 1st edition (Nov. 10 2014)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 395 pages
  • ISBN-10 ‏ : ‎ 1119965837
  • ISBN-13 ‏ : ‎ 978-1119965831
  • Item weight ‏ : ‎ 749 g
  • Dimensions ‏ : ‎ 17.27 x 2.54 x 25.4 cm
  • Customer Reviews:
    3.8 out of 5 stars 9 ratings

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Customer reviews

3.8 out of 5 stars
3.8 out of 5
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brett cayley
5.0 out of 5 stars Five Stars
Reviewed in the United Kingdom on September 4, 2017
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Minh
4.0 out of 5 stars ... a wide range of problems and solutions which is good if you want to have a book this way
Reviewed in the United States on April 23, 2017
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Olafur Stefansson
5.0 out of 5 stars Best in class
Reviewed in the United States on May 27, 2016
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NY customer
1.0 out of 5 stars A much better alternative, which can be studied on your own
Reviewed in the United States on December 14, 2015
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14 people found this helpful
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Sumit Kumar
4.0 out of 5 stars This is amazing text with full of solved examples
Reviewed in the United States on November 24, 2014
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5 people found this helpful
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