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Dineen, Seán, 1944-

Probability theory in finance : a mathematical guide to the Black-Scholes formula / Seán Dineen. - Second edition. - xiv, 305 pages : illustrations ; 26 cm. - Graduate studies in mathematics ; v. 70 . - Graduate studies in mathematics ; v. 70. .

Includes bibliographical references and index.

Money and markets -- Fair games -- Set theory -- Measurable functions -- Probability spaces -- Expected values -- Continuity and integrability -- Conditional expectation -- Lebesgue measure -- Martingales -- The Black-Scholes formula -- Stochastic integration.

ISBN: 0821894900 9780821894903

LCCN: 2013003088

Subjects--Topical Terms:
Business mathematics.

LC Class. No.: HF5691 / .D57 2013

Dewey Class. No.: 332.01519