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.