90折
Probability for Finance
商品資訊
系列名：Mastering Mathematical Finance
ISBN13：9780521175579
出版社：Cambridge Univ Pr
作者：Ekkehard Kopp
出版日：2013/12/30
裝訂／頁數：平裝／196頁
規格：22.9cm*15.9cm*1.3cm (高/寬/厚)
定價
：NT$ 1494 元優惠價
：90 折 1345 元
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商品簡介
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.
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