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1. |
Record Nr. |
UNINA9910464771303321 |
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Autore |
Gan Guojun <1979-> |
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Titolo |
Measure, probability, and mathematical finance : a problem oriented approach / / Guojun Gan, Chaoqun Ma, Hong Xie |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : Wiley, , 2014 |
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©2014 |
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ISBN |
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1-118-83198-5 |
1-118-83757-6 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (741 p.) |
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Disciplina |
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Soggetti |
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Finance - Mathematical models |
Social sciences - Research - Statistical methods |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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MEASURE, PROBABILITY, AND MATHEMATICAL FINANCE: A Problem-Oriented Approach; Copyright; CONTENTS; Preface; Financial Glossary; PART I MEASURE THEORY; 1 Sets and Sequences; 1.1 Basic Concepts and Facts; 1.2 Problems; 1.3 Hints; 1.4 Solutions; 1.5 Bibliographic Notes; 2 MEASURES; 2.1 Basic Concepts and Facts; 2.2 Problems; 2.3 Hints; 2.4 Solutions; 2.5 Bibliographic Notes; 3 EXTENSION OF MEASURES; 3.1 Basic Concepts and Facts; 3.2 Problems; 3.3 Hints; 3.4 Solutions; 3.5 Bibliographic Notes; 4 LEBESGUE-STIELT JES MEASURES; 4.1 Basic Concepts and Facts; 4.2 Problems; 4.3 Hints; 4.4 Solutions |
4.5 Bibliographic Notes5 MEASURABLE FUNCTIONS; 5.1 Basic Concepts and Facts; 5.2 Problems; 5.3 Hints; 5.4 Solutions; 5.5 Bibliographic Notes; 6 LEBESGUE INTEGRATION; 6.1 Basic Concepts and Facts; 6.2 Problems; 6.3 Hints; 6.4 Solutions; 6.5 Bibliographic Notes; 7 THE RADON-NIKODYM THEOREM; 7.1 Basic Concepts and Facts; 7.2 Problems; 7.3 Hints; 7.4 Solutions; 7.5 Bibliographic Notes; 8 LP SPACES; 8.1 Basic Concepts and Facts; 8.2 Problems; 8.3 Hints; 8.4 Solutions; 8.5 Bibliographic Notes; 9 CONVERGENCE; 9.1 Basic Concepts and Facts; 9.2 Problems; 9.3 Hints; 9.4 Solutions |
9.5 Bibliographic Notes10 PRODUCT MEASURES; 10.1 Basic Concepts |
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and Facts; 10.2 Problems; 10.3 Hints; 10.4 Solutions; 10.5 Bibliographic Notes; PART IIPROBABILITY THEORY; 11 EVENTS AND RANDOM VARIABLES; 11.1 Basic Concepts and Facts; 11.2 Problems; 11.3 Hints; 11.4 Solutions; 11.5 Bibliographic Notes; 12 INDEPENDENCE; 12.1 Basic Concepts and Facts; 12.2 Problems; 12.3 Hints; 12.4 Solutions; 12.5 Bibliographic Notes; 13 EXPECTATION; 13.1 Basic Concepts and Facts; 13.2 Problems; 13.3 Hints; 13.4 Solutions; 13.5 Bibliographic Notes; 14 CONDITIONAL EXPECTATION; 14.1 Basic Concepts and Facts |
14.2 Problems14.3 Hints; 14.4 Solutions; 14.5 Bibliographic Notes; 15 INEQUALITIES; 15.1 Basic Concepts and Facts; 15.2 Problems; 15.3 Hints; 15.4 Solutions; 15.5 Bibliographic Notes; 16 LAW OF LARGE NUMBERS; 16.1 Basic Concepts and Facts; 16.2 Problems; 16.3 Hints; 16.4 Solutions; 16.5 Bibliographic Notes; 17 CHARACTERISTIC FUNCTIONS; 17.1 Basic Concepts and Facts; 17.2 Problems; 17.3 Hints; 17.4 Solutions; 17.5 Bibliographic Notes; 18 DISCRETE DISTRIBUTIONS; 18.1 Basic Concepts and Facts; 18.2 Problems; 18.3 Hints; 18.4 Solutions; 18.5 Bibliographic Notes; 19 CONTINUOUS DISTRIBUTIONS |
19.1 Basic Concepts and Facts19.2 Problems; 19.3 Hints; 19.4 Solutions; 19.5 Bibliographic Notes; 20 CENTRAL LIMIT THEOREMS; 20.1 Basic Concepts and Facts; 20.2 Problems; 20.3 Hints; 20.4 Solutions; 20.5 Bibliographic Notes; PART III STOCHASTIC PROCESSES; 21 STOCHASTIC PROCESSES; 21.1 Basic Concepts and Facts; 21.2 Problems; 21.3 Hints; 21.4 Solutions; 21.5 Bibliographic Notes; 22 MARTINGALES; 22.1 Basic Concepts and Facts; 22.2 Problems; 22.3 Hints; 22.4 Solutions; 22.5 Bibliographic Notes; 23 STOPPING TIMES; 23.1 Basic Concepts and Facts; 23.2 Problems; 23.3 Hints; 23.4 Solutions |
23.5 Bibliographic Notes |
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Sommario/riassunto |
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An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of num |
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2. |
Record Nr. |
UNINA9910516002203321 |
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Autore |
Boissieux Laurence |
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Titolo |
Des chevaliers dans la montagne / / Stéphane Gal |
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Pubbl/distr/stampa |
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Grenoble, : UGA Éditions, 2021 |
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Grenoble : , : UGA Éditions, , 2021 |
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ISBN |
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Descrizione fisica |
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1 online resource (220 pages) |
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Collana |
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Altri autori (Persone) |
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CahouëtViolaine |
DarjClémentine |
FlorePatrice |
GalStéphane |
MartinOlivier |
QuaineFranck |
ReveretLionel |
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Soggetti |
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Geography |
History |
Medieval & Renaissance Studies |
Marignan |
Renaissance |
MarchAlp |
guerres d'Italie |
troupe |
Bayard |
armures |
montagne |
François Ier |
chevalier |
territoire |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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1515 : Marignan ! Date la plus facile à retenir de toute l’Histoire ! Mais qui sait qu’avant la fameuse bataille, François Ier et ses canons avaient franchi les Alpes par des chemins inconnus ? Et que le roi et ses guerriers étaient en armure de combat à 2 000 m d’altitude ? En 2019, des scientifiques et passionnés ont décidé de réitérer l’exploit. Non par pure performance, mais afin d’en mesurer les effets sur le corps et ainsi de mieux comprendre les conditions de traversée des montagnes par les armées de la Renaissance. Il a fallu pour cela faire fabriquer des armures, les endosser et les tester, sur le terrain comme en laboratoire, grâce à des technologies de pointe. En faisant dialoguer les disciplines, telles que l’histoire, la biomécanique, l’informatique et la physiologie, mais aussi des sportifs, associations et troupes de montagne, le projet MarchAlp a fait du corps armé une source d’information, de la montagne un laboratoire, d’une aventure scientifique une aventure humaine |
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