Probability theory in finance : a mathematical guide to the Black-Scholes formula Seán Dineen

Format:

Book

Author/Creator:

Dineen, Seán, 1944-

Series:

Graduate Studies in Mathematics, v. 70

Language:

English

Subjects (All):

Business mathematics.

Physical Description:

1 online resource (xiv, 305 pages : illustrations)

Edition:

2nd edition

Place of Publication:

Providence, Rhodes Island American Mathematical Society [2013]

System Details:

Mode of access : World Wide Web

Contents:

Chapter 1. Money and markets Chapter 2. Fair games Chapter 3. Set theory Chapter 4. Measurable functions Chapter 5. Probability spaces Chapter 6. Expected values Chapter 7. Continuity and integrability Chapter 8. Conditional expectation Chapter 9. Lebesgue measure Chapter 10. Martingales Chapter 11. The Black-Scholes formula Chapter 12. Stochastic integration Solutions

Notes:

Includes bibliographical references (pages 299-300) and index

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2013

Description based on print version record

Other Format:

Print version: Dineen, Seán, 1944- Probability theory in finance :

ISBN:

9781470409425

Access Restriction:

Restricted for use by site license