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...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Hoboken, New Jersey :
Wiley
2014.
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| Edition: | 1st edition |
| Series: | New York Academy of Sciences
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629554806719 |
| Summary: | 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 |
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| Item Description: | Includes bibliographical references (p. 687-702) and index |
| Physical Description: | 1 online resource (741 p.) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118831984 9781118837573 |
