LEADER 10393oam 22005653 450 001 9910795832703321 005 20220831083119.0 010 $a9781118831984$b(electronic bk.) 010 $z9781118831960 035 $a(MiAaPQ)EBC1686559 035 $a(Au-PeEL)EBL1686559 035 $a(CaPaEBR)ebr10876078 035 $a(CaONFJC)MIL613384 035 $a(OCoLC)862041539 035 $a(EXLCZ)9917682084400041 100 $a20220831d2014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMeasure, Probability, and Mathematical Finance $eA Problem-Oriented Approach 205 $a1st ed. 210 1$aSomerset :$cJohn Wiley & Sons, Incorporated,$d2014. 210 4$dİ2014. 215 $a1 online resource (741 pages) 311 08$aPrint version: Gan, Guojun Measure, Probability, and Mathematical Finance Somerset : John Wiley & Sons, Incorporated,c2014 9781118831960 327 $aIntro -- 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 Notes -- 5 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 Notes -- 10 PRODUCT MEASURES -- 10.1 Basic Concepts and Facts -- 10.2 Problems -- 10.3 Hints -- 10.4 Solutions -- 10.5 Bibliographic Notes -- PART II PROBABILITY 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. 327 $a13.5 Bibliographic Notes -- 14 CONDITIONAL EXPECTATION -- 14.1 Basic Concepts and Facts -- 14.2 Problems -- 14.3 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 Facts -- 19.2 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 -- 24 MARTINGALE INEQUALITIES -- 24.1 Basic Concepts and Facts -- 24.2 Problems -- 24.3 Hints -- 24.4 Solutions -- 24.5 Bibliographic Notes -- 25 MARTINGALE CONVERGENCE THEOREMS -- 25.1 Basic Concepts and Facts -- 25.2 Problems -- 25.3 Hints -- 25.4 Solutions -- 25.5 Bibliographic Notes -- 26 RANDOM WALKS -- 26.1 Basic Concepts and Facts -- 26.2 Problems -- 26.3 Hints -- 26.4 Solutions -- 26.5 Bibliographic Notes -- 27 POISSON PROCESSES. 327 $a27.1 Basic Concepts and Facts -- 27.2 Problems -- 27.3 Hints -- 27.4 Solutions -- 27.5 Bibliographic Notes -- 28 BROWNIAN MOTION -- 28.1 Basic Concepts and Facts -- 28.2 Problems -- 28.3 Hints -- 28.4 Solutions -- 28.5 Bibliographic Notes -- 29 MARKOV PROCESSES -- 29.1 Basic Concepts and Facts -- 29.2 Problems -- 29.3 Hints -- 29.4 Solutions -- 29.5 Bibliographic Notes -- 30 LEVY PROCESSES -- 30.1 Basic Concepts and Facts -- 30.2 Problems -- 30.3 Hints -- 30.4 Solutions -- 30.5 Bibliographic Notes -- PART IV STOCHASTIC CALCULUS -- 31THE WIENER INTEGRAL -- 31.1 Basic Concepts and Facts -- 31.2 Problems -- 31.3 Hints -- 31.4 Solutions -- 31.5 Bibliographic Notes -- 32 THE ITO INTEGRAL -- 32.1 Basic Concepts and Facts -- 32.2 Problems -- 32.3 Hints -- 32.4 Solutions -- 32.5 Bibliographic Notes -- 33 EXTENSION OF THE ITO INTEGRAL -- 33.1 Basic Concepts and Facts -- 33.2 Problems -- 33.3 Hints -- 33.4 Solutions -- 33.5 Bibliographic Notes -- 34 MARTINGALE STOCHASTIC INTEGRALS -- 34.1 Basic Concepts and Facts -- 34.2 Problems -- 34.3 Hints -- 34.4 Solutions -- 34.5 Bibliographic Notes -- 35 THE ITO FORMULA -- 35.1 Basic Concepts and Facts -- 35.2 Problems -- 35.3 Hints -- 35.4 Solutions -- 35.5 Bibliographic Notes -- 36 MARTINGALE REPRESENTATION THEOREM -- 36.1 Basic Concepts and Facts -- 36.2 Problems -- 36.3 Hints -- 36.4 Solutions -- 36.5 Bibliographic Notes -- 37 CHANGE OF MEASURE -- 37.1 Basic Concepts and Facts -- 37.2 Problems -- 37.3 Hints -- 37.4 Solutions -- 37.5 Bibliographic Notes -- 38 STOCHASTIC DIFFERENTIAL EQUATIONS -- 38.1 Basic Concepts and Facts -- 38.2 Problems -- 38.3 Hints -- 38.4 Solutions -- 38.5 Bibliographic Notes -- 39 DIFFUSION -- 39.1 Basic Concepts and Facts -- 39.2 Problems -- 39.3 Hints -- 39.4 Solutions -- 39.5 Bibliographic Notes -- 40 THE FEYNMAN-KAC FORMULA -- 40.1 Basic Concepts and Facts -- 40.2 Problems -- 40.3 Hints. 327 $a40.4 Solutions -- 40.5 Bibliographic Notes -- PART V STOCHASTIC FINANCIAL MODELS -- 41 DISCRETE-TIME MODELS -- 41.1 Basic Concepts and Facts -- 41.2 Problems -- 41.3 Hints -- 41.4 Solutions -- 41.5 Bibliographic Notes -- 42 BLACK-SCHOLES OPTION PRICING MODELS -- 42.1 Basic Concepts and Facts -- 42.2 Problems -- 42.3 Hints -- 42.4 Solutions -- 42.5 Bibliographic Notes -- 43 PATH-DEPENDENT OPTIONS -- 43.1 Basic Concepts and Facts -- 43.2 Problems -- 43.3 Hints -- 43.4 Solutions -- 43.5 Bibliographic Notes -- 44 AMERICAN OPTIONS -- 44.1 Basic Concepts and Facts -- 44.2 Problems -- 44.3 Hints -- 44.4 Solutions -- 44.5 Bibliographic Notes -- 45 SHORT RATE MODELS -- 45.1 Basic Concepts and Facts -- 45.2 Problems -- 45.3 Hints -- 45.4 Solutions -- 45.5 Bibliographic Notes -- 46 INSTANTANEOUS FORWARD RATEMODELS -- 46.1 Basic Concepts and Facts -- 46.2 Problems -- 46.3 Hints -- 46.4 Solutions -- 46.5 Bibliographic Notes -- 47 LIBOR MARKET MODELS -- 47.1 Basic Concepts and Facts -- 47.2 Problems -- 47.3 Hints -- 47.4 Solutions -- 47.5 Bibliographic Notes -- References -- List of Symbols -- Subject Index. 330 $aAn 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 numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes  Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the 330 8 $amathematical theory of derivative pricing models. 606 $aFinance -- Mathematical models 606 $aFinance -- Research 606 $aSocial sciences -- Research -- Statistical methods 608 $aElectronic books. 615 0$aFinance -- Mathematical models. 615 0$aFinance -- Research. 615 0$aSocial sciences -- Research -- Statistical methods. 676 $a332.015195 700 $aGan$b Guojun$0311173 701 $aMa$b Chaoqun$0311174 701 $aXie$b Hong$01511866 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910795832703321 996 $aMeasure, Probability, and Mathematical Finance$93745421 997 $aUNINA LEADER 04019nam 22008293 450 001 9910985634903321 005 20230509055704.0 010 $a9781642831719 010 $a1642831719 035 $a(MiAaPQ)EBC6799421 035 $a(Au-PeEL)EBL6799421 035 $a(OCoLC)1285783309 035 $a(CKB)20067285800041 035 $a(EXLCZ)9920067285800041 100 $a20211210d2022 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAmerican Urbanist $eHow William H. Whyte's Unconventional Wisdom Reshaped Public Life 205 $a1st ed. 210 1$aWashington, D. C. :$cIsland Press,$d2022. 210 4$dİ2022. 215 $a1 online resource (354 pages) 311 08$aPrint version: Rein, Richard K. American Urbanist Washington, D. C. : Island Press,c2022 9781642831702 327 $aIntroduction: A Man of Many Missions -- The Cast of Characters, from White to Whyte -- Princeton-from Rower to Writer -- Vicks and the Marines-Information to Intelligence -- Fortune Magazine-the Foundation for a Career -- Is Anybody Listening? -the High Cost of Harmony and Groupthink -- The Organization Man-More than an Epithet -- The Exploding Metropolis-Discovering Jane Jacobs -- With Laurance Rockefeller, Conservationist Turned Environmentalist -- Preserving the Last Landscape, Rural and Urban -- Organization Man to Family Man -- From Men in Suites, a Radical Plan for New York City -- Preservation Tactics in the Urban Landscape -- The Art of Small Urban Spaces -- From Small Spaces to the City: Rediscovering the Center -- Revisiting the Organization Man and Woman -- Applying Urban Principles in Suburban Places -- The Final Years -- Whyte in the Twenty-First Century-the Urban Imperative -- Whyte in the Twenty-First Century-Battling the Status Quo -- Taking Cues from Whyte's Way. 330 $a"William H. Whyte's curiosity compelled him to question the status quo--whether helping to make Fortune Magazine essential reading for business leaders, warning of "groupthink" in his bestseller The Organization Man, or standing up for Jane Jacobs as she advocated for the vitality of city life and public space. This compelling biography sheds light on Whyte's bold way of thinking, ripe for rediscovery at a time when we are reshaping our communities into places of opportunity and empowerment for all citizens" -- Backcover. 606 $aSociologists$zUnited States$vBiography 606 $aCity planners$zUnited States$vBiography 606 $aCity planning 606 $aSociology, Urban 606 $aOrganizational commitment 606 $aLoyalty 606 $aSociologues$zE?tats-Unis$vBiographies 606 $aUrbanistes$zE?tats-Unis$vBiographies 606 $aSociologie urbaine 606 $aAppartenance a? l'entreprise 606 $aLoyaute? 606 $aurban sociology$2aat 606 $aHISTORY / Social History$2bisacsh 606 $aSociologists$2fast$3(OCoLC)fst01123865 606 $aSociology, Urban$2fast$3(OCoLC)fst01123961 607 $aUnited States$2fast 608 $aBiography. 608 $aBiographies.$2fast 608 $aBiographies.$2lcgft 608 $aBiographies.$2rvmgf 615 0$aSociologists 615 0$aCity planners 615 0$aCity planning. 615 0$aSociology, Urban. 615 0$aOrganizational commitment. 615 0$aLoyalty. 615 6$aSociologues 615 6$aUrbanistes 615 6$aSociologie urbaine. 615 6$aAppartenance a? l'entreprise. 615 6$aLoyaute?. 615 7$aurban sociology. 615 7$aHISTORY / Social History. 615 7$aSociologists. 615 7$aSociology, Urban. 676 $a307.76092 700 $aRein$b Richard K$01794184 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910985634903321 996 $aAmerican Urbanist$94334731 997 $aUNINA