Probability for finance:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge
Cambridge Univ. Press
2014
|
| Series: | Mastering mathematical finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | VIII, 188 S. graph. Darst. 23 cm |
| ISBN: | 9781107002494 9780521175579 |
Staff View
MARC
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| 245 | 1 | 0 | |a Probability for finance |c Ekkehard Kopp ; Jan Malczak ; Tomasz Zastawniak |
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Record in the Search Index
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|---|---|
| adam_text | Contents
Preface
page
vii
1
Probability spaces
1
1.1
Discrete examples
1
1.2
Probability spaces
6
L3
Lebesgue measure
11
1.4
Lebesgue integral
13
1.5
Lebesgue outer measure
33
2
Probability distributions and random variables
39
2.1
Probability distributions
39
2.2
Random variables
46
2.3
Expectation and variance
56
2.4
Moments and characteristic functions
62
3
Product measure and independence
66
3.1
Product measure
67
3.2
Joint distribution
73
3.3
Iterated integrals
75
3.4
Random vectors in R
81
3.5
Independence
83
3.6
Covariance
96
3.7
Proofs by means of ¿/-systems
98
4
Conditional expectation
106
4.1
Binomial stock prices
106
4.2
Conditional expectation: discrete case
112
4.3
Conditional expectation: general case
119
4.4
The inner product space L2(P)
130
4.5
Existence of E(X IQ) for
integrable
X
137
4.6
Proofs
142
5
Sequences of random variables
147
5.1
Sequences in L2(P)
147
5.2
Modes of convergence for random variables
156
5.3
Sequences of i.i.d. random variables
167
5.4
Convergence in distribution
170
5.5
Characteristic functions and inversion formula
174
vi
Contents
5.6
Limit theorems for weak convergence
176
5.7
Central Limit Theorem
180
Index
187
|
| any_adam_object | 1 |
| author | Kopp, Peter E. 1944- Malczak, Jan Zastawniak, Tomasz 1959- |
| author_GND | (DE-588)120339889 (DE-588)1049478959 (DE-588)120071231 |
| author_facet | Kopp, Peter E. 1944- Malczak, Jan Zastawniak, Tomasz 1959- |
| author_role | aut aut aut |
| author_sort | Kopp, Peter E. 1944- |
| author_variant | p e k pe pek j m jm t z tz |
| building | Verbundindex |
| bvnumber | BV041736773 |
| classification_rvk | QP 890 SK 980 |
| ctrlnum | (OCoLC)862091932 (DE-599)BSZ398917434 |
| dewey-full | 332.01519 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01519 |
| dewey-search | 332.01519 |
| dewey-sort | 3332.01519 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV041736773 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:04:07Z |
| institution | BVB |
| isbn | 9781107002494 9780521175579 |
| language | English |
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| oclc_num | 862091932 |
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| owner_facet | DE-945 DE-355 DE-BY-UBR DE-11 DE-19 DE-BY-UBM |
| physical | VIII, 188 S. graph. Darst. 23 cm |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| series2 | Mastering mathematical finance |
| spelling | Kopp, Peter E. 1944- Verfasser (DE-588)120339889 aut Probability for finance Ekkehard Kopp ; Jan Malczak ; Tomasz Zastawniak Cambridge Cambridge Univ. Press 2014 VIII, 188 S. graph. Darst. 23 cm txt rdacontent n rdamedia nc rdacarrier Mastering mathematical finance Business mathematics Probabilities Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s b DE-604 Malczak, Jan Verfasser (DE-588)1049478959 aut Zastawniak, Tomasz 1959- Verfasser (DE-588)120071231 aut Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027183453&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kopp, Peter E. 1944- Malczak, Jan Zastawniak, Tomasz 1959- Probability for finance Business mathematics Probabilities Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4017195-4 |
| title | Probability for finance |
| title_auth | Probability for finance |
| title_exact_search | Probability for finance |
| title_full | Probability for finance Ekkehard Kopp ; Jan Malczak ; Tomasz Zastawniak |
| title_fullStr | Probability for finance Ekkehard Kopp ; Jan Malczak ; Tomasz Zastawniak |
| title_full_unstemmed | Probability for finance Ekkehard Kopp ; Jan Malczak ; Tomasz Zastawniak |
| title_short | Probability for finance |
| title_sort | probability for finance |
| topic | Business mathematics Probabilities Stochastisches Modell (DE-588)4057633-4 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Business mathematics Probabilities Stochastisches Modell Finanzmathematik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027183453&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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