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.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Lawler, G. (2004). Introduction to stochastic processes (2nd ed.). London: Chapman & Hall.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Crépey, S. (2013). Exercises. In: Financial Modeling. Springer Finance(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37113-4_16
Download citation
DOI: https://doi.org/10.1007/978-3-642-37113-4_16
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-37112-7
Online ISBN: 978-3-642-37113-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)