Probability theory in finance: a mathematical guide to the Black-Scholes formula
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Providence, RI
American Math. Soc.
2005
|
| Series: | Graduate studies in mathematics
70 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references (p. 289-290) and index |
| Physical Description: | XIII, 294 S. graph. Darst. 26 cm |
| ISBN: | 0821839519 |
Staff View
MARC
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| 100 | 1 | |a Dineen, Seán |d 1944- |e Verfasser |0 (DE-588)115656715 |4 aut | |
| 245 | 1 | 0 | |a Probability theory in finance |b a mathematical guide to the Black-Scholes formula |c Seán Dineen |
| 264 | 1 | |a Providence, RI |b American Math. Soc. |c 2005 | |
| 300 | |a XIII, 294 S. |b graph. Darst. |c 26 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Graduate studies in mathematics |v 70 | |
| 500 | |a Includes bibliographical references (p. 289-290) and index | ||
| 650 | 4 | |a Mathématiques financières | |
| 650 | 7 | |a Probabilidade aplicada |2 larpcal | |
| 650 | 4 | |a Business mathematics | |
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Record in the Search Index
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| adam_text | Contents
Preface
1
1
1
2
3
13
15
17
17
17
21
26
27
27
27
31
38
45
50
53
Chapter
1.
Summary
§1.1.
Introduction
§1-2.
Money
§1.3.
Interest Rates
§1.4.
The Market
§1.5.
Exercises
Chapter
2.
Summary
§2.1.
Fair Games
§2.2.
Hedging and Arbitrage
§2.3.
Exercises
Chapter
3.
Summary
§3.1.
Approaching Abstract Mathematics
§3.2.
Infinity
§3.3.
cr-Fields
§3.4.
Partitions
§3.5.
Filtrations and Information
§3.6.
Exercises
vj
Chapter
57
Summary
57
§4.1.
57
§4.2.
59
§4.3.
67
§4.4.
72
Chapter
75
Summary
75
§5.1.
75
§5.2.
81
§5.3.
89
§5.4.
98
§5.5.
101
§5.6.
102
Chapter
105
Summary
105
§6.1.
105
§6.2.
115
§6.3.
122
§6.4.
130
§6.5.
137
Chapter
139
Summary
139
§7.1.
139
§7.2.
142
§7.3.
145
§7.4.
149
§7.5.
158
§7.6.
160
§7.7.
165
§7.8.
172
Chapter
175
Summary
175
Contents
§8.1.
§8.2.
§8.3.
§8.4.
Chapter
Summary
§9.1.
§9.2.
§9.3.
§9.4.
Chapter
Summary
§10.1.
§10.2.
§10.3.
§10.4.
Chapter
Summary
§11.1.
§11.2.
§11.3.
§11.4.
§11.5.
§11.6.
§11.7.
§11.8.
Solutions
Bibliography
Index
|
| adam_txt |
Contents
Preface
1
1
1
2
3
13
15
17
17
17
21
26
27
27
27
31
38
45
50
53
Chapter
1.
Summary
§1.1.
Introduction
§1-2.
Money
§1.3.
Interest Rates
§1.4.
The Market
§1.5.
Exercises
Chapter
2.
Summary
§2.1.
Fair Games
§2.2.
Hedging and Arbitrage
§2.3.
Exercises
Chapter
3.
Summary
§3.1.
Approaching Abstract Mathematics
§3.2.
Infinity
§3.3.
cr-Fields
§3.4.
Partitions
§3.5.
Filtrations and Information
§3.6.
Exercises
vj
Chapter
57
Summary
57
§4.1.
57
§4.2.
59
§4.3.
67
§4.4.
72
Chapter
75
Summary
75
§5.1.
75
§5.2.
81
§5.3.
89
§5.4.
98
§5.5.
101
§5.6.
102
Chapter
105
Summary
105
§6.1.
105
§6.2.
115
§6.3.
122
§6.4.
130
§6.5.
137
Chapter
139
Summary
139
§7.1.
139
§7.2.
142
§7.3.
145
§7.4.
149
§7.5.
158
§7.6.
160
§7.7.
165
§7.8.
172
Chapter
175
Summary
175
Contents
§8.1.
§8.2.
§8.3.
§8.4.
Chapter
Summary
§9.1.
§9.2.
§9.3.
§9.4.
Chapter
Summary
§10.1.
§10.2.
§10.3.
§10.4.
Chapter
Summary
§11.1.
§11.2.
§11.3.
§11.4.
§11.5.
§11.6.
§11.7.
§11.8.
Solutions
Bibliography
Index |
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T20:39:17Z |
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| isbn | 0821839519 |
| language | English |
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| publishDate | 2005 |
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| spelling | Dineen, Seán 1944- Verfasser (DE-588)115656715 aut Probability theory in finance a mathematical guide to the Black-Scholes formula Seán Dineen Providence, RI American Math. Soc. 2005 XIII, 294 S. graph. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier Graduate studies in mathematics 70 Includes bibliographical references (p. 289-290) and index Mathématiques financières Probabilidade aplicada larpcal Business mathematics Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Wirtschaftsmathematik (DE-588)4066472-7 s Black-Scholes-Modell (DE-588)4206283-4 s DE-604 Graduate studies in mathematics 70 (DE-604)BV009739289 70 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014802499&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dineen, Seán 1944- Probability theory in finance a mathematical guide to the Black-Scholes formula Graduate studies in mathematics Mathématiques financières Probabilidade aplicada larpcal Business mathematics Black-Scholes-Modell (DE-588)4206283-4 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| subject_GND | (DE-588)4206283-4 (DE-588)4066472-7 (DE-588)4064324-4 (DE-588)4123623-3 |
| title | Probability theory in finance a mathematical guide to the Black-Scholes formula |
| title_auth | Probability theory in finance a mathematical guide to the Black-Scholes formula |
| title_exact_search | Probability theory in finance a mathematical guide to the Black-Scholes formula |
| title_exact_search_txtP | Probability theory in finance a mathematical guide to the Black-Scholes formula |
| title_full | Probability theory in finance a mathematical guide to the Black-Scholes formula Seán Dineen |
| title_fullStr | Probability theory in finance a mathematical guide to the Black-Scholes formula Seán Dineen |
| title_full_unstemmed | Probability theory in finance a mathematical guide to the Black-Scholes formula Seán Dineen |
| title_short | Probability theory in finance |
| title_sort | probability theory in finance a mathematical guide to the black scholes formula |
| title_sub | a mathematical guide to the Black-Scholes formula |
| topic | Mathématiques financières Probabilidade aplicada larpcal Business mathematics Black-Scholes-Modell (DE-588)4206283-4 gnd Wirtschaftsmathematik (DE-588)4066472-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| topic_facet | Mathématiques financières Probabilidade aplicada Business mathematics Black-Scholes-Modell Wirtschaftsmathematik Wahrscheinlichkeitsrechnung Lehrbuch |
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