Ekkehard Kopp: Probability for Finance

Cover: 9780521175579 | Probability for Finance | Ekkehard Kopp (u. a.) | Taschenbuch | 2013

Rückseite: 9780521175579 | Probability for Finance | Ekkehard Kopp (u. a.) | Taschenbuch | 2013

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Sprache: Englisch

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Beschreibung

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.

Über den Autor

Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998-2008) and the Cambridge University Press AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.

Inhaltsverzeichnis

Preface; 1. Probability space; 2. Probability distributions and random variables; 3. Product measure and independence; 4. Conditional expectation; 5. Sequences of random variables; Index.

Details

Erscheinungsjahr:	2013
Fachbereich:	Allgemeines
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	Kartoniert / Broschiert
ISBN-13:	9780521175579
ISBN-10:	0521175577
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Kopp, Ekkehard Malczak, Jan Zastawniak, Tomasz
Hersteller:	Cambridge University Press
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	229 x 152 x 11 mm
Von/Mit:	Ekkehard Kopp (u. a.)
Erscheinungsdatum:	21.11.2013
Gewicht:	0,295 kg