Measure, Probability, and Mathematical Finance
Language: en
Pages: 54
Authors: Guojun Gan
Categories: Mathematics
Type: BOOK - Published: 2014-04-07 - Publisher: John Wiley & Sons

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An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the und
Measure, Probability, and Mathematical Finance
Language: en
Pages: 744
Authors: Guojun Gan
Categories: Mathematics
Type: BOOK - Published: 2014-04-18 - Publisher: Wiley

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Mathematical Finance and Probability
Language: en
Pages: 326
Authors: Pablo Koch Medina
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

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This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional
Methods of Mathematical Finance
Language: en
Pages: 427
Authors: Ioannis Karatzas
Categories: Business & Economics
Type: BOOK - Published: 1998-08-13 - Publisher: Springer Science & Business Media

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This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within the context of Brownian-motion- driven asset prices, it develo
Probability for Finance
Language: en
Pages: 197
Authors: Jan Malczak
Categories: Business & Economics
Type: BOOK - Published: 2014 - Publisher: Cambridge University Press

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A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.