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Measure, Probability, and Mathematical Finance A Problem-Oriented Approach.
| Autor principal: | |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Newark :
John Wiley & Sons, Incorporated,
2014.
|
| Colección: | New York Academy of Sciences Ser.
|
| Temas: | |
| 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