Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical FinanceSpringer Science & Business Media, 14 de jul. de 2006 - 404 páginas 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. |
Conteúdo
III | 1 |
IV | 3 |
V | 7 |
VI | 13 |
VII | 17 |
VIII | 20 |
IX | 24 |
X | 31 |
XL | 203 |
XLII | 211 |
XLIII | 222 |
XLIV | 229 |
XLV | 233 |
XLVI | 239 |
XLVII | 246 |
XLVIII | 251 |
XI | 35 |
XII | 39 |
XIII | 42 |
XIV | 46 |
XV | 49 |
XVI | 55 |
XVII | 62 |
XVIII | 70 |
XIX | 74 |
XX | 78 |
XXI | 84 |
XXII | 90 |
XXIII | 95 |
XXIV | 105 |
XXV | 109 |
XXVI | 115 |
XXVII | 117 |
XXVIII | 122 |
XXIX | 131 |
XXX | 136 |
XXXI | 141 |
XXXII | 152 |
XXXIII | 157 |
XXXIV | 164 |
XXXV | 169 |
XXXVI | 173 |
XXXVII | 180 |
XXXVIII | 187 |
XXXIX | 195 |
LI | 254 |
LII | 261 |
LIII | 266 |
LIV | 275 |
LV | 284 |
LVI | 291 |
LVII | 303 |
LVIII | 314 |
LIX | 325 |
LX | 329 |
LXI | 331 |
LXII | 335 |
LXIII | 336 |
LXIV | 337 |
LXV | 346 |
LXVI | 348 |
LXVII | 351 |
LXVIII | 355 |
LXIX | 359 |
LXX | 366 |
LXXI | 372 |
LXXII | 376 |
LXXIII | 377 |
379 | |
LXXV | 381 |
LXXVI | 393 |
397 | |
Outras edições - Ver todos
Elementary Probability Theory: With Stochastic Processes and an Introduction ... Kai Lai Chung,Farid AitSahlia Visualização parcial - 2012 |
Elementary Probability Theory: With Stochastic Processes and an Introduction ... K. L. Chung,Farid AitSahlia Prévia não disponível - 2010 |
Termos e frases comuns
a₁ Algebra arbitrary asset assume Axiom ball drawn binomial black balls calculus called central limit theorem Chapter coin compute conditional probability consider converges countable defined definition denote density function dice discussed disjoint distribution function equal equation event Example Exercise expected number finite follows formula given Hence Hint independent random variables infinite integers large numbers law of large limit theorem Markov chain Markov property martingale mathematical means moment-generating function namely nonnegative normal distribution notation obtain one-period option outcomes P₁ pair particle Poisson Poisson distribution Poisson process portfolio possible probability distribution probability measure probability theory problem proof Proposition random walk recurrent result riskless sample point sample space sequence stochastic subset Suppose tokens tossed total number variance X₁ zero
Referências a este livro
Introduction to Applied Bayesian Statistics and Estimation for Social Scientists Scott M. Lynch Visualização parcial - 2007 |