Measure, Probability, and Mathematical Finance A Problem-Oriented Approach.

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Detalles Bibliográficos
Autor principal: Gan, Guojun
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Newark : John Wiley & Sons, Incorporated, 2014.
Colección:New York Academy of Sciences Ser.
Temas:
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Intro
  • Half Title page
  • Title page
  • Copyright page
  • Dedication
  • Preface
  • Financial Glossary
  • Part I: Measure Theory
  • Chapter 1: Sets and Sequences
  • 1.1 Basic Concepts and Facts
  • 1.2 Problems
  • 1.3 Hints
  • 1.4 Solutions
  • 1.5 Bibliographic Notes
  • Chapter 2: Measures
  • 2.1 Basic Concepts and Facts
  • 2.2 Problems
  • 2.3 Hints
  • 2.4 Solutions
  • 2.5 Bibliographic Notes
  • Chapter 3: Extension of Measures
  • 3.1 Basic Concepts and Facts
  • 3.2 Problems
  • 3.3 Hints
  • 3.4 Solutions
  • 3.5 Bibliographic Notes
  • Chapter 4: Lebesgue-Stieltjes Measures
  • 4.1 Basic Concepts and Facts
  • 4.2 Problems
  • 4.3 Hints
  • 4.4 Solutions
  • 4.5 Bibliographic Notes
  • Chapter 5: Measurable Functions
  • 5.1 Basic Concepts and Facts
  • 5.2 Problems
  • 5.3 Hints
  • 5.4 Solutions
  • 5.5 Bibliographic Notes
  • Chapter 6: Lebesgue Integration
  • 6.1 Basic Concepts and Facts
  • 6.2 Problems
  • 6.3 Hints
  • 6.4 Solutions
  • 6.5 Bibliographic Notes
  • Chapter 7: The Radon-Nikodym Theorem
  • 7.1 Basic Concepts and Facts
  • 7.2 Problems
  • 7.3 Hints
  • 7.4 Solutions
  • 7.5 Bibliographic Notes
  • Chapter 8: LP Spaces
  • 8.1 Basic Concepts and Facts
  • 8.2 Problems
  • 8.3 Hints
  • 8.4 Solutions
  • 8.5 Bibliographic Notes
  • Chapter 9: Convergence
  • 9.1 Basic Concepts and Facts
  • 9.2 Problems
  • 9.3 Hints
  • 9.4 Solutions
  • 9.5 Bibliographic Notes
  • Chapter 10: Product Measures
  • 10.1 Basic Concepts and Facts
  • 10.2 Problems
  • 10.3 Hints
  • 10.4 Solutions
  • 10.5 Bibliographic Notes
  • Part II: Probability Theory
  • Chapter 11: Events and Random Variables
  • 11.1 Basic Concepts and Facts
  • 11.2 Problems
  • 11.3 Hints
  • 11.4 Solutions
  • 11.5 Bibliographic Notes
  • Chapter 12: Independence
  • 12.1 Basic Concepts and Facts
  • 12.2 Problems
  • 12.3 Hints
  • 12.4 Solutions
  • 12.5 Bibliographic Notes
  • Chapter 13: Expectation
  • 13.1 Basic Concepts and Facts
  • 13.2 Problems
  • 13.3 Hints
  • 13.4 Solutions
  • 13.5 Bibliographic Notes
  • Chapter 14: Conditional Expectation
  • 14.1 Basic Concepts and Facts
  • 14.2 Problems
  • 14.3 Hints
  • 14.4 Solutions
  • 14.5 Bibliographic Notes
  • Chapter 15: Inequalities
  • 15.1 Basic Concepts and Facts
  • 15.2 Problems
  • 15.3 Hints
  • 15.4 Solutions
  • 15.5 Bibliographic Notes
  • Chapter 16: Law of Large Numbers
  • 16.1 Basic Concepts and Facts
  • 16.2 Problems
  • 16.3 Hints
  • 16.4 Solutions
  • 16.5 Bibliographic Notes
  • Chapter 17: Characteristic Functions
  • 17.1 Basic Concepts and Facts
  • 17.2 Problems
  • 17.3 Hints
  • 17.4 Solutions
  • 17.5 Bibliographic Notes
  • Chapter 18: Discrete Distributions
  • 18.1 Basic Concepts and Facts
  • 18.2 Problems
  • 18.3 Hints
  • 18.4 Solutions
  • 18.5 Bibliographic Notes
  • Chapter 19: Continuous Distributions
  • 19.1 Basic Concepts and Facts
  • 19.2 Problems
  • 19.3 Hints
  • 19.4 Solutions
  • 19.5 Bibliographic Notes
  • Chapter 20: Central Limit Theorems
  • 20.1 Basic Concepts and Facts
  • 20.2 Problems
  • 20.3 Hints
  • 20.4 Solutions

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