Name: Probability for Finance
SKU: 57278289
Author: Kopp, Ekkehard ; Malczak, Jan ; Zastawniak, Tomasz
ISBN: 9781107002494

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Type

Physical Book

Author

Ekkehard Kopp

Jan Malczak

Tomasz Zastawniak

Publisher

Cambridge University Press

Language

English

Pages

196

Format

Hardcover

Dimensions

23.1x15x1.5 cm

Weight

0.41 kg.

ISBN13

9781107002494

Synopsis "Probability for Finance"

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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Probability for Finance - Kopp, Ekkehard ; Malczak, Jan ; Zastawniak, Tomasz

Synopsis "Probability for Finance"

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