The mathematics of derivatives securities with applications in MATLAB /

"The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hed...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Cerrato, Mario
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : John Wiley & Sons Inc., 2012.
Colección:Wiley finance series.
Temas:
MATLAB.
MATLAB
Derivative securities > Statistical methods.
Finance > Statistical methods.
Probabilities.
Instruments dérivés (Finances) > Méthodes statistiques.
Finances > Méthodes statistiques.
Probabilités.
probability.
BUSINESS & ECONOMICS > Finance.
Finance > Statistical methods
Probabilities
Acceso en línea:Texto completo
Tabla de Contenidos:
  • The Mathematics of Derivatives Securities with Applications in MATLAB; Contents; Preface; 1 An Introduction to Probability Theory; 1.1 The Notion of a Set and a Sample Space; 1.2 Sigma Algebras or Field; 1.3 Probability Measure and Probability Space; 1.4 Measurable Mapping; 1.5 Cumulative Distribution Functions; 1.6 Convergence in Distribution; 1.7 Random Variables; 1.8 Discrete Random Variables; 1.9 Example of Discrete Random Variables: The Binomial Distribution; 1.10 Hypergeometric Distribution; 1.11 Poisson Distribution; 1.12 Continuous Random Variables; 1.13 Uniform Distribution.

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