Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Probability for Finance

Probability for Finance

Kopp, Ekkehard
Malczak, Jan
Zastawniak, Tomasz

Paperback

Series: Mastering Mathematical Finance

Business GeneralInvesting & FinanceGeneral Mathematics

ISBN10: 0521175577
ISBN13: 9780521175579
Publisher: Cambridge University Press
Published: Nov 21 2013
Pages: 196
Weight: 0.65
Height: 0.50 Width: 6.00 Depth: 8.90
Language: English
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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