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Language EnglishEnglish
Book Paperback
Book Probability for Finance Ekkehard KoppJan MalczakTomasz Zastawniak
Libristo code: 02024674
Publishers Cambridge University Press, November 2013
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear fo... Full description
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Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text.

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About the book

Full name Probability for Finance
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 196
EAN 9780521175579
ISBN 0521175577
Libristo code 02024674
Weight 306
Dimensions 164 x 230 x 12
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