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Measure, probability, and mathematical finance : a problem-oriented approach /

An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents im...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gan, Guojun, 1979- (Autor), Ma, Chaoqun (Professor) (Autor), Xie, Hong (Financial expert) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : Wiley, [2014]
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
Sumario:An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of num.
Descripción Física:1 online resource (1 volume)
Bibliografía:Includes bibliographical references and indexes.
ISBN:1118831969
9781118831960
1118831985
9781118831984