Probability for Finance |
|
| Author:
| Malczak, Jan
Kopp, Ekkehard
Zastawniak, Tomasz |
| Series title: | Mastering Mathematical Finance Ser. |
| ISBN: | 978-1-107-00249-4 |
| Publication Date: | Nov 2013 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | AUD $116.95 |
Book Description:
|
Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence, conditioning and limit theorems for random sequences. Motivational examples, careful proofs and plenty of exercises facilitate self-study.
Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence, conditioning and limit theorems for random sequences. Motivational examples, careful proofs and plenty of exercises facilitate self-study.