LIBRARY OF CONGRESS CONTROL NUMBER |
LC control number |
2013478522 |
INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781107002494 |
INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
1107002494 (hbk.) |
INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780521175579 (pbk.) |
INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
0521175577 (pbk.) |
DEWEY DECIMAL CLASSIFICATION NUMBER |
Call number |
332.01519 |
MAIN ENTRY--PERSONAL NAME |
Authors |
Kopp, P. E., |
Dates |
1944- |
TITLE STATEMENT |
Title |
Probability for finance / |
Statement of responsibility, etc |
Ekkehard Kopp, Jan Malczak,Tomasz Zastawniak |
PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication |
Cambridge : |
Publisher |
Cambridge University Press, |
Date |
2014. |
PHYSICAL DESCRIPTION |
Extent |
viii, 188 p. : |
Other Details |
ill ; |
Size |
24 cm. |
SERIES STATEMENT |
Series statement |
Mastering mathematical finance |
GENERAL NOTE |
General note |
Includes index. |
SUMMARY |
Summary |
A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance. |
SUMMARY |
Summary |
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text. |
SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Heading |
Business mathematics |
SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical Heading |
Probabilities |
ADDED ENTRY |
Name |
Malczak, Jan |
ADDED ENTRY |
Name |
Zastawniak, Tomasz, |
Dates |
1976- |
ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
https://uowd.box.com/s/pt7ua7snw6ozp2esihutqufazw66gc49 |
Public note |
Location Map |
MAIN ENTRY--PERSONAL NAME |
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SUBJECT ADDED ENTRY--TOPICAL TERM |
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990 |
SUBJECT ADDED ENTRY--TOPICAL TERM |
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5449 |
ADDED ENTRY |
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47886 |
ADDED ENTRY |
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47887 |