Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
2003
|
| Ausgabe: | Fourth Edition |
| Schriftenreihe: | Undergraduate Texts in Mathematics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. The new text begins with a meticulous account of the uncommon vocab ulary and syntax of the financial world; its manifold options and actions, with consequent expectations and variations, in the marketplace. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail |
| Beschreibung: | 1 Online-Ressource (XIV, 404 p) |
| ISBN: | 9780387215488 9781441930620 |
| ISSN: | 0172-6056 |
| DOI: | 10.1007/978-0-387-21548-8 |
Internformat
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Datensatz im Suchindex
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| any_adam_object | |
| author | Chung, Kai Lai 1917-2009 |
| author_GND | (DE-588)136125484 (DE-588)171909313 |
| author_facet | Chung, Kai Lai 1917-2009 |
| author_role | aut |
| author_sort | Chung, Kai Lai 1917-2009 |
| author_variant | k l c kl klc |
| building | Verbundindex |
| bvnumber | BV042418909 |
| classification_tum | MAT 000 |
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| ctrlnum | (OCoLC)864050757 (DE-599)BVBBV042418909 |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-0-387-21548-8 |
| edition | Fourth Edition |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:03Z |
| institution | BVB |
| isbn | 9780387215488 9781441930620 |
| issn | 0172-6056 |
| language | English |
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| spelling | Chung, Kai Lai 1917-2009 Verfasser (DE-588)136125484 aut Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance by Kai Lai Chung, Farid AitSahlia Fourth Edition New York, NY Springer New York 2003 1 Online-Ressource (XIV, 404 p) txt rdacontent c rdamedia cr rdacarrier Undergraduate Texts in Mathematics 0172-6056 In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. The new text begins with a meticulous account of the uncommon vocab ulary and syntax of the financial world; its manifold options and actions, with consequent expectations and variations, in the marketplace. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail Mathematics Finance Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Quantitative Finance Statistical Theory and Methods Mathematik Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 Stochastischer Prozess (DE-588)4057630-9 s 2\p DE-604 Wahrscheinlichkeitstheorie (DE-588)4079013-7 s 3\p DE-604 AitSahlia, Farid Sonstige (DE-588)171909313 oth https://doi.org/10.1007/978-0-387-21548-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Chung, Kai Lai 1917-2009 Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance Mathematics Finance Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Quantitative Finance Statistical Theory and Methods Mathematik Finanzmathematik (DE-588)4017195-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4079013-7 (DE-588)4057630-9 |
| title | Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance |
| title_auth | Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance |
| title_exact_search | Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance |
| title_full | Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance by Kai Lai Chung, Farid AitSahlia |
| title_fullStr | Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance by Kai Lai Chung, Farid AitSahlia |
| title_full_unstemmed | Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance by Kai Lai Chung, Farid AitSahlia |
| title_short | Elementary Probability Theory |
| title_sort | elementary probability theory with stochastic processes and an introduction to mathematical finance |
| title_sub | With Stochastic Processes and an Introduction to Mathematical Finance |
| topic | Mathematics Finance Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Quantitative Finance Statistical Theory and Methods Mathematik Finanzmathematik (DE-588)4017195-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Mathematics Finance Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Quantitative Finance Statistical Theory and Methods Mathematik Finanzmathematik Wahrscheinlichkeitstheorie Stochastischer Prozess |
| url | https://doi.org/10.1007/978-0-387-21548-8 |
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