Cantitate/Preț
Produs

Probability for Finance: Mastering Mathematical Finance

Autor Ekkehard Kopp, Jan Malczak, Tomasz Zastawniak
en Limba Engleză Paperback – 20 noi 2013
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text.
Citește tot Restrânge

Din seria Mastering Mathematical Finance

Preț: 31248 lei

Nou

Puncte Express: 469

Preț estimativ în valută:
5980 6205$ 4998£

Carte tipărită la comandă

Livrare economică 17-31 martie

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9780521175579
ISBN-10: 0521175577
Pagini: 196
Ilustrații: 12 b/w illus. 150 exercises
Dimensiuni: 152 x 228 x 12 mm
Greutate: 0.3 kg
Ediția:New.
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Mastering Mathematical Finance

Locul publicării:Cambridge, United Kingdom

Cuprins

Preface; 1. Probability space; 2. Probability distributions and random variables; 3. Product measure and independence; 4. Conditional expectation; 5. Sequences of random variables; Index.

Notă biografică


Descriere

A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.