Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula (Graduate Studies in Mathematics, 70, Band 70) - Hardcover

Dineen, Sean

Hardcover

ISBN 10: 0821894900 ISBN 13: 9780821894903

Verlag: American Mathematical Society, 2013

Inhaltsangabe

In response to comments on the first edition and his experience teaching a course that precedes the one this textbook is for, Dineen (mathematics, U. College Dublin) has revised most chapters, rearranged the material in several of them, and added a new chapter on Lebesgue measure. The course is for undergraduates or graduates in mathematics, finance, and economics who have completed a first course in calculus. Among the topics are money and markets, set theory, expected values, continuity and integrability, Martingales, and stochastic integration. Annotation ©2013 Book News, Inc., Portland, OR (booknews.com)

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Über die Autorin bzw. den Autor

Seán Dineen, University College Dublin, Ireland.

Details zur Ausgabe

• Verlag: American Mathematical Society
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 0821894900
• ISBN 13: 9780821894903
• Einband: Gebundene Ausgabe
• Auflage: 2
• Anzahl der Seiten: 305
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar