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
Resource Information
The item 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 represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item 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 represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource (viii, 188 pages)
- Note
- Title from publisher's bibliographic system (viewed on 05 Oct 2015)
- Isbn
- 9781139035026
- 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
- 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
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Probability-for-finance-Ekkehard-Kopp/ScxAUW5jC1A/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Probability-for-finance-Ekkehard-Kopp/ScxAUW5jC1A/">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</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Probability-for-finance-Ekkehard-Kopp/ScxAUW5jC1A/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Probability-for-finance-Ekkehard-Kopp/ScxAUW5jC1A/">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</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
