## Chin, Eric

# Problems and Solutions in Mathematical Finance: 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.

**Keywords:** Financial Products, mathematical finance, computational finance, quantitative finance, quantitative finance problems, quantitative finance problems and solutions, common problems in quantitative finance, mathematical modeling in finance, financial mathematical modeling, stochastic calculus for finance, stochastic calculus finance problems and solutions, stochastic calculus problems in finance, probability in finance, probability and risk management, financial risk management and probability, investment risk management and probability, trading risk management and probability, stochastic calculus in derivatives pricing, derivatives pricing models, derivatives pricing modeling, statistics in finance, statistical methods in finance, statistical modeling in finance

- Author(s)
- Chin, Eric
- Nel, Dian
- Olafsson, Sverrir
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2013
- Language
- en
- Edition
- 1
- Series
- The Wiley Finance Series
- Page amount
- 400 pages
- Category
- Economy
- Format
- Ebook
- eISBN (ePUB)
- 9781119966081
- Printed ISBN
- 9781119965831