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Viac informácií o knihe Probability for Finance

• Parametre knihy
• Anotácia kniha
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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Books in English Mathematics & science Mathematics Probability & statistics

• Celý názov: Probability for Finance
• Autor: Ekkehard KoppJan MalczakTomasz Zastawniak
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 196
• EAN: 9780521175579
• ISBN: 0521175577
• ID: 02024674
• Nakladateľ: Cambridge University Press
• Hmotnosť: 306 g
• Rozmery: 230 × 164 × 12 mm
• Dátum vydania: 21. November 2013

Obľúbené z iného súdka

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