图书信息
图书目录
金融学中的概率论：Black-Scholes公式的数学指南，第二版（影印版）
暂无简介
作者：
Seán Dineen
定价：
135.00元
出版时间：
2021-03-05
ISBN：
978-7-04-055635-3
物料号：
55635-00
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
重点项目：
暂无
版面字数：
525.000千字
开本：
16开
全书页数：
暂无
装帧形式：
精装
- 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
