Cargando…
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley,
[2014]
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Preface
- Measure theory
- Sets and sequences
- Measures
- Extension of measures
- Lebesgue Stieltjee measures
- Measurable functions
- Lebesgue integration
- The Radon Nikodym theorem
- LP spaces
- Convergence
- Product measures
- Probability theory
- Events and random variables
- Independence
- Expectation
- Conditional expectation
- Inequalities
- Law of large numbers
- Characteristic functions
- Discrete distributions
- Continuous distributions
- Central limit theorems
- Stochastic processes
- Martingales
- Stopping times
- Martingale inequalities
- Martingale convergence theorems
- Random walks
- Poisson processes
- Brownian motions
- Markov processes
- Levy processes
- Stochastic calculus
- The wiener integral
- The it "o" integral
- Extension of it "o" integrals
- Martingale stochastic integrals
- The it o's formula
- Martingale representation theorem
- Change of measure
- Stochastic differential equations
- Libor market models
- Diffusions
- The Feyn Mankac formula
- Stochastic financial models
- Discretetime models
- Blackscholes
- Pathdependent options
- American options
- Instantaneous forward rate models.