{"product_id":"problems-and-solutions-in-mathematical-finance-volume-1-stochastic-calculus-hardcover","title":"Problems and Solutions in Mathematical Finance, Volume 1: Stochastic Calculus - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eEric Chin\u003c\/b\u003e (Author), \u003cb\u003eSverrir �lafsson\u003c\/b\u003e (Author), \u003cb\u003eDian Nel\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eMathematical 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.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e\u003ci\u003eProblems and Solutions in Mathematical Finance Volume I: Stochastic Calculus\u003c\/i\u003e\u003c\/b\u003e is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.\u003c\/p\u003e \u003cp\u003eThis 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.\u003c\/p\u003e \u003cp\u003eWritten mainly for students, industry practitioners and those involved in teaching in this field of study, \u003cb\u003e\u003ci\u003eStochastic Calculus\u003c\/i\u003e\u003c\/b\u003e provides a valuable reference book to complement one's further understanding of mathematical finance.\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eMathematical 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.\u003c\/p\u003e \u003cp\u003e\u003cb\u003e\u003ci\u003eProblems and Solutions in Mathematical Finance Volume I: Stochastic Calculus\u003c\/i\u003e\u003c\/b\u003e is the first of a four-volume set of books focusing on problems and solutions in mathematical finance.\u003c\/p\u003e \u003cp\u003eThis 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.\u003c\/p\u003e \u003cp\u003eWritten 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.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eEric Chin\u003c\/b\u003e is a quantitative analyst at an investment bank in the City of London where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness on commodity and credit products. Prior to joining the banking industry he worked as a senior researcher at British Telecom investigating radio spectrum trading and risk management within the telecommunications sector. Eric Chin holds an MSc in Applied Statistics and an MSc in Mathematical Finance both from University of Oxford. He also holds a PhD in Mathematics from University of Dundee.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eDian Nel\u003c\/b\u003e has more than 10 years of experience in the commodities sector. He currently works in the City of London where he specialises in oil and gas markets. He holds a BEng in Electrical and Electronic Engineering from StellenboschUniversity and an MSc in Mathematical Finance from ChristChurch, OxfordUniversity. He is a Chartered Engineer registered with the Engineering Council UK.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eSverrir Olafsson\u003c\/b\u003e is Professor of Financial Mathematics at Reykjavik University; a Visiting Professor at QueenMaryUniversity, London and a director of Riskcon Ltd, a UK based risk management consultancy. Previously he was a Chief Researcher at BT Research and held academic positions at The Mathematical Departments of Kings College, London; UMIST Manchester and The University of Southampton. Dr Olafsson is the author of over 95 refereed academic papers and has been a key note speaker at numerous international conferences and seminars. He is on the editorial board of three international journals. He has provided an extensive consultancy on financial risk management and given numerous specialist seminars to finance specialists. In the last five years his main teaching has been MSc courses on Risk Management, Fixed Income, and Mathematical Finance.\u003cbr\u003eDr Olafsson has an MSc and PhD in mathematical physics from the Universities of Tübingen and Karlsruhe respectively.\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 400\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.07 x 9.79 x 6.99 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e November 10, 2014\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":52478829723955,"sku":"9781119965831","price":104.92,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0300\/5595\/6612\/files\/YmxjVVMvQXV4OEhPU2Rxcm9JTDNIUT09.webp?v=1759661929","url":"https:\/\/www.vysn.com\/en-ca\/products\/problems-and-solutions-in-mathematical-finance-volume-1-stochastic-calculus-hardcover","provider":"VYSN","version":"1.0","type":"link"}