Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

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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 underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models.

The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition,Measure, Probability, and Mathematical Finance features:

• A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus
• Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems
• Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes
  

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models. Measure, Probability, and Mathematical Finance (2).pdf (25.77 MB, 需要: 35 个论坛币)

2014-5-29 14:08:57 上传

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach
需要: 35 个论坛币  [购买]

• Hardcover: 744 pages
• Publisher: Wiley; 1 edition (April 7, 2014)
• Language: English
• ISBN-10: 1118831969
• ISBN-13: 978-1118831960
• Product Dimensions: 9.3 x 6.2 x 1.7 inches
• Shipping Weight: 2.5 pounds
• http://www.amazon.com/Measure-Probability-Mathematical-Finance-Problem-Oriented/dp/1118831969/ref=sr_1_1?ie=UTF8&qid=1401345165&sr=8-1&keywords=Measure%2C+Probability%2C+and+Mathematical+Finance%3A+A+Problem-Oriented+Approach
  

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关键词：Mathematical mathematica Probability Mathematic Oriented developed important practical concepts

大家开心 发表于 2014-5-29 14:20
An introduction to the mathematical theory and financial models developed and used on Wall StreetPro ...

大侠，好书

rmatrix 发表于 2014-5-29 14:29
大侠，好书

你也挺快的

物有所值！！！

下载学习
谢谢楼主的分享

高了，低了，不高不低，众口难调？如何找到适合自己的。

songlinjl 发表于 2014-5-31 21:00
高了，低了，不高不低，众口难调？如何找到适合自己的。

在淘宝有市场决定

大家开心 发表于 2014-5-29 14:20
An introduction to the mathematical theory and financial models developed and used on Wall StreetPro ...

敢问楼主哪来这么多好东西

cerciwonnow 发表于 2014-5-31 22:58
敢问楼主哪来这么多好东西

问来干吗？这里也不待人见

非常感谢分享