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Measure, probability, and mathematic...

Gan, Guojun, (1979-)

Measure, probability, and mathematical finance :a problem-oriented approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Measure, probability, and mathematical finance :Guojun Gan, Chaoqun Ma, Hong Xie.
其他題名:	a problem-oriented approach /
作者:	Gan, Guojun,
其他作者:	Ma, Chaoqun
出版者:	Hoboken, New Jersey :Wiley,c2014.
面頁冊數:	xxiii, 715 p. ;25 cm.
標題:	FinanceMathematical models.
ISBN:	9781118831960 (hbk.) :

Measure, probability, and mathematical finance :a problem-oriented approach /
Gan, Guojun,1979-

Measure, probability, and mathematical finance :a problem-oriented approach /Guojun Gan, Chaoqun Ma, Hong Xie. - Hoboken, New Jersey :Wiley,c2014. - xxiii, 715 p. ;25 cm.

Includes bibliographical references and indexes.

Preface -- Measure theory -- Sets and sequences -- Measures -- Extension of measures -- Lebesgue Stieltjee measures -- Measurable functions -- Lebesgue integration -- The Radon Nikodym theorem -- LP spaces -- Convergence -- Product measures -- Probability theory -- Events and random variables -- Independence -- Expectation -- Conditional expectation -- Inequalities -- Law of large numbers -- Characteristic functions -- Discrete distributions -- Continuous distributions -- Central limit theorems -- Stochastic processes -- Martingales -- Stopping times -- Martingale inequalities -- Martingale convergence theorems -- Random walks -- Poisson processes -- Brownian motions -- Markov processes -- Levy processes -- Stochastic calculus -- The wiener integral -- The it "o" integral -- Extension of it "o" integrals -- Martingale stochastic integrals -- The it o’s formula -- Martingale representation theorem -- Change of measure -- Stochastic differential equations -- Libor market models -- Diffusions -- The Feyn Mankac formula -- Stochastic financial models -- Discretetime models -- Blackscholes -- Pathdependent options -- American options -- Instantaneous forward rate models.

ISBN: 9781118831960 (hbk.) :NT$3684

LCCN: 2013034292Subjects--Topical Terms:

183782
Finance
--Mathematical models.

LC Class. No.: HG106 / .G36 2014

Dewey Class. No.: 332.01/5195

Measure, probability, and mathematical finance :a problem-oriented approach /
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245 1 0 $a Measure, probability, and mathematical finance : $b a problem-oriented approach / $c Guojun Gan, Chaoqun Ma, Hong Xie.
260 $a Hoboken, New Jersey : $b Wiley, $c c2014.
300 $a xxiii, 715 p. ; $c 25 cm.
504 $a Includes bibliographical references and indexes.
505 0 $a Preface -- Measure theory -- Sets and sequences -- Measures -- Extension of measures -- Lebesgue Stieltjee measures -- Measurable functions -- Lebesgue integration -- The Radon Nikodym theorem -- LP spaces -- Convergence -- Product measures -- Probability theory -- Events and random variables -- Independence -- Expectation -- Conditional expectation -- Inequalities -- Law of large numbers -- Characteristic functions -- Discrete distributions -- Continuous distributions -- Central limit theorems -- Stochastic processes -- Martingales -- Stopping times -- Martingale inequalities -- Martingale convergence theorems -- Random walks -- Poisson processes -- Brownian motions -- Markov processes -- Levy processes -- Stochastic calculus -- The wiener integral -- The it "o" integral -- Extension of it "o" integrals -- Martingale stochastic integrals -- The it o’s formula -- Martingale representation theorem -- Change of measure -- Stochastic differential equations -- Libor market models -- Diffusions -- The Feyn Mankac formula -- Stochastic financial models -- Discretetime models -- Blackscholes -- Pathdependent options -- American options -- Instantaneous forward rate models.
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Social sciences $x Research $x Statistical methods. $3 230792
700 1 $a Ma, Chaoqun $c (Professor) $3 709812
700 1 $a Xie, Hong $c (Financial expert) $3 709813