Probability for Finance (Paperback, New)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Mastering Mathematical Finance
Release date:	November 2013
First published:	November 2013
Authors:	Ekkehard Kopp • Jan Malczak • Tomasz Zastawniak
Dimensions:	228 x 152 x 12mm (L x W x T)
Format:	Paperback - Trade
Pages:	196
Edition:	New
ISBN-13:	978-0-521-17557-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	0-521-17557-7
Barcode:	9780521175579

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