金融学中的概率论：Black-Scholes公式的数学指南，第二版（影印版）

样章

作者：

Seán Dineen

定价：

135.00 元

版面字数：

525千字

开本：

16开

装帧形式：

精装

版次：

最新版次
印刷时间：

2021年

ISBN：

978-7-04-055635-3

物料号：

55635-00

出版时间：

2021-03-05

读者对象：

学术著作

一级分类：

自然科学

二级分类：

数学与统计

三级分类：

金融数学

暂无

目录
- 前辅文
- Preface
- Chapter 1. Money and Markets
  - Summary
  - §1.1. Introduction
  - §1.2. Money
  - §1.3. Interest Rates
  - §1.4. The Market
  - §1.5. Exercises
- Chapter 2. Fair Games
  - Summary
  - §2.1. Fair Games
  - §2.2. Hedging and Arbitrage
  - §2.3. Exercises
- Chapter 3. Set Theory
  - Summary
  - §3.1. Approaching Abstract Mathematics
  - §3.2. Infinity
  - §3.3. σ–Fields
  - §3.4. Partitions
  - §3.5. Filtrations and Information
  - §3.6. Exercises
- Chapter 4. Measurable Functions
  - Summary
  - §4.1. Measurable Functions
  - §4.2. Convergence
  - §4.3. Exercises
- Chapter 5. Probability Spaces
  - Summary
  - §5.1. Probability Spaces
  - §5.2. Call Options
  - §5.3. Independence
  - §5.4. Random Variables
  - §5.5. Stochastic Processes
  - §5.6. Exercises
- Chapter 6. Expected Values
  - Summary
  - §6.1. Simple Random Variables
  - §6.2. Positive Bounded Random Variables
  - §6.3. Positive Random Variables
  - §6.4. Integrable Random Variables
  - §6.5. Summation of Series
  - §6.6. Exercises
- Chapter 7. Continuity and Integrability
  - Summary
  - §7.1. Continuous Functions
  - §7.2. Convex Functions
  - §7.3. The Riemann Integral
  - §7.4. Independent Random Variables
  - §7.5. The Central Limit Theorem
  - §7.6. Exercises
- Chapter 8. Conditional Expectation
  - Summary
  - §8.1. Call Options
  - §8.2. Conditional Expectation
  - §8.3. Hedging
  - §8.4. Exercises
- Chapter 9. Lebesgue Measure
  - Summary
  - §9.1. Product Measures
  - §9.2. Lebesgue Measure
  - §9.3. Density Functions
  - §9.4. Exercises
- Chapter 10. Martingales
  - Summary
  - §10.1. Discrete-Time Martingales
  - §10.2. Martingale Convergence
  - §10.3. Continuous-Time Martingales
  - §10.4. Exercises
- Chapter 11. The Black-Scholes Formula
  - Summary
  - §11.1. Share Prices as Random Variables
  - §11.2. Call Options
  - §11.3. Change of Measure
  - §11.4. Exercises
- Chapter 12. Stochastic Integration
  - Summary
  - §12.1. Riemann Sums
  - §12.2. Convergence of Random Variables
  - §12.3. The Stochastic Riemann Integral
  - §12.4. The Itô Integral
  - §12.5. Itô's Lemma
  - §12.6. Call Options
  - §12.7. Epilogue
  - §12.8. Exercises
- Solutions
- Bibliography
- Index