Ekkehard Kopp

Probability for Finance (Mastering Mathematical Finance)

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ISBN 13:
9780521175579
author:
Ekkehard Kopp
format:
Paperback
publisher:
Cambridge University Press
language:
English
Publication Year:
2013
Pages:
196
Dimensions:
15.2 x 1.2 x 22.8 cm
Genre:
Scientific, Technical & Medical, Mathematics, Applied Mathematics
Condition:
New
Availability:
Item usually sent within 5 working days
£46.85

Description

Rigorous probabilistic concepts are at the heart of this text, which provides essential prerequisites for understanding financial market models. It develops key results of measure and integration, applying them to probability spaces and random variables, culminating in central limit theory. The book assumes only some calculus and linear algebra, making it accessible to students with a basic foundation in these subjects. Concrete examples from financial market models motivate the key concepts, which are carefully proved and illustrated through numerous exercises and worked examples. This text is an ideal resource for those studying modern finance or stochastic processes at graduate level, as well as for instructors looking for a clear and unfussy introduction to probability theory.

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