Exercises

Stéphane Crépey
Additional contact information
Stéphane Crépey: Université d’Evry Val d’Essone

Chapter Chapter 16 in Financial Modeling, 2013, pp 421-426 from Springer

Abstract: Abstract It is well known that one learns through practice, so exercises and problems, but it’s also good if one can check one what did. So, exercises and problems: corrected or not? Let’s go for both. This chapter is devoted to exercises related to the probabilistic and stochastic analysis background of Chaps. 1 – 3 . They are not corrected (solutions of the exercises are only available for course instructors). However I must say most of them are very classical exercises.

Keywords: Interest Rate; Markov Chain; Brownian Motion; Poisson Process; Strong Solution (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-642-37113-4_16

Ordering information: This item can be ordered from
http://www.springer.com/9783642371134

DOI: 10.1007/978-3-642-37113-4_16

Access Statistics for this chapter

More chapters in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().