Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula (Graduate Studies in Mathematics)

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9780821839515: Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula (Graduate Studies in Mathematics)

Book by Sen Dineen

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Reseña del editor:

The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of this book is to introduce advanced undergraduates and beginning graduate students studying the mathematics of finance to the Black-Scholes formula. The author uses a first-principles approach, developing only the minimum background necessary to justify mathematical concepts and placing mathematical developments in context. The book skillfully draws the reader toward the art of thinking mathematically and then proceeds to lay the foundations in analysis and probability theory underlying modern financial mathematics. It rigorously reveals the mathematical secrets of topics such as abstract measure theory, conditional expectations, martingales, Wiener processes, the Ito calculus, and other ingredients of the Black-Scholes formula. In explaining these topics, the author uses examples drawn from the universe of finance. The book also contains many exercises, some included to clarify simple points of exposition, others to introduce new ideas and techniques, and a few containing relatively deep mathematical results. With the modest prerequisite of a first course in calculus, the book is suitable for undergraduates and graduate students in mathematics, finance, and economics and can be read, using appropriate selections, at a number of levels.

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SEAN DINEEN
ISBN 10: 0821839519 ISBN 13: 9780821839515
Nuevos Soft cover Cantidad: > 20
Edición internacional
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University Bookstore
(DELHI, DELHI, India)
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Descripción 2005. Soft cover. Estado de conservación: New. This book is BRAND NEW Soft cover International edition with black and white printing. ISBN number & cover page may be different but contents identical to the US edition word by word. Book is in English language. Nº de ref. de la librería UN-STOCK-UPIN-1381

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Seán Dineen
Editorial: American Mathematical Society (2005)
ISBN 10: 0821839519 ISBN 13: 9780821839515
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Murray Media
(North Miami Beach, FL, Estados Unidos de America)
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Descripción American Mathematical Society, 2005. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110821839519

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Seán Dineen
Editorial: American Mathematical Society (2005)
ISBN 10: 0821839519 ISBN 13: 9780821839515
Nuevos Tapa dura Cantidad: 1
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Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
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Descripción American Mathematical Society, 2005. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0821839519

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