Coverart for item
The Resource Probability for finance, Ekkehard Kopp, University of Hull, Hull, UK, Jan Malczak, AGH University of Science and Technology, Kraków, Poland, Tomasz Zastawniak, University of York, York, UK

Probability for finance, Ekkehard Kopp, University of Hull, Hull, UK, Jan Malczak, AGH University of Science and Technology, Kraków, Poland, Tomasz Zastawniak, University of York, York, UK

Label
Probability for finance
Title
Probability for finance
Statement of responsibility
Ekkehard Kopp, University of Hull, Hull, UK, Jan Malczak, AGH University of Science and Technology, Kraków, Poland, Tomasz Zastawniak, University of York, York, UK
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
UkCbUP
http://library.link/vocab/creatorDate
1944-
http://library.link/vocab/creatorName
Kopp, P. E.
Dewey number
332.01519
Index
index present
LC call number
HF5691
LC item number
.K7125 2014
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1976-
http://library.link/vocab/relatedWorkOrContributorName
  • Malczak, Jan
  • Zastawniak, Tomasz
Series statement
Mastering mathematical finance
http://library.link/vocab/subjectName
  • Business mathematics
  • Probabilities
Label
Probability for finance, Ekkehard Kopp, University of Hull, Hull, UK, Jan Malczak, AGH University of Science and Technology, Kraków, Poland, Tomasz Zastawniak, University of York, York, UK
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781139035026
Extent
1 online resource (viii, 188 pages)
Form of item
online
Isbn
9781139035026
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
Label
Probability for finance, Ekkehard Kopp, University of Hull, Hull, UK, Jan Malczak, AGH University of Science and Technology, Kraków, Poland, Tomasz Zastawniak, University of York, York, UK
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781139035026
Extent
1 online resource (viii, 188 pages)
Form of item
online
Isbn
9781139035026
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote

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