Information about Measure, Probability, and Mathematical Finance: A Problem-Oriented...

Published on November 1, 2018

Author: luwibebis

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2. Book details Author : Guojun Gan Pages : 744 pages Publisher : Wiley Language : ISBN-10 : 1118831969 ISBN-13 : 9781118831960

3. Synopsis book This book is organized into five parts, each of which is further organized into several chapters. The five parts are: Part One, Measure Theory; Part Two, Probability Theory, Part Three, Stochastic Processes; Part Four, Stochastic Calculus, and Part Five, Stochastic Financial Models. Measure theory is indispensable to the rigorous to the development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and the LIBOR market models. Probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions. In addition, stochastic processes and calculus are discussed due to their importance to modern mathematical finance since they are vital to model asset prices and the development of derivative pricing models. Each chapter is divided into five sections: the first section presents the definitions of important concepts and theorems; the second, third, and fourth sections

4. DownloadMeasure, Probability, and Mathematical Finance: A Problem-Oriented Approach For any device Download here : http://www.specialebooks.icu/?q=Measure%2C+Probability%2C+and+Mathematical+Finance%3A+A+Problem-Oriented+Approach Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach (ebook online) #epub By Guojun Gan Book details Author : Guojun Ganq Pages : 744 pagesq Publisher : Wileyq Language :q ISBN-10 : 1118831969q ISBN-13 : 9781118831960q Book Synopsis This book is organized into five parts, each of which is further organized into several chapters. The five parts are: Part One, Measure Theory; Part Two, Probability Theory, Part Three, Stochastic Processes; Part Four, Stochastic Calculus, and Part Five, Stochastic Financial Models. Measure theory is indispensable to the rigorous to the development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and the LIBOR market models. Probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions. In addition, stochastic processes and calculus are discussed due to their importance to modern mathematical finance since they are vital to model asset prices and the development of derivative pricing models. Each chapter is divided into five sections: the first section presents the definitions of important concepts and theorems; the second, third, and fourth sections

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