Probability theory in finance : a mathematical guide to the Black-Scholes formula / Seán Dineen.
Material type:
TextSeries: Graduate studies in mathematics ; v. 70.Publisher: Providence, Rhodes Island : American Mathematical Society, [2013]Copyright date: ©2013Edition: Second editionDescription: xiv, 305 pages : illustrations ; 26 cmContent type: - text
- unmediated
- volume
- 0821894900
- 9780821894903
- 332.01519 23
- HF5691 .D57 2013
Contents:
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.
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | City Campus City Campus Main Collection | 332.01519 DIN (Browse shelf(Opens below)) | 1 | Available | A555620B |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
| 332.01513 ROM Introduction to the mathematics of finance : from risk management to options pricing / | 332.01513 ROM Introduction to the mathematics of finance : arbitrage and option pricing / | 332.01513 WIL Introduction to the mathematics of finance / | 332.01519 DIN Probability theory in finance : a mathematical guide to the Black-Scholes formula / | 332.015192 LIM Probability and finance theory / | 332.0151922 SHR Stochastic calculus for finance / | 332.0151922 SHR Stochastic calculus for finance / |
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.
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