LEADER 05346nam 2200625 450 001 9910464771303321 005 20200520144314.0 010 $a1-118-83198-5 010 $a1-118-83757-6 035 $a(CKB)3710000000117842 035 $a(EBL)1686559 035 $a(MiAaPQ)EBC1686559 035 $a(CaSebORM)9781118831984 035 $a(Au-PeEL)EBL1686559 035 $a(CaPaEBR)ebr10876078 035 $a(CaONFJC)MIL613384 035 $a(OCoLC)862041539 035 $a(EXLCZ)993710000000117842 100 $a20140614h20142014 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aMeasure, probability, and mathematical finance $ea problem oriented approach /$fGuojun Gan, Chaoqun Ma, Hong Xie 205 $a1st edition 210 1$aHoboken, New Jersey :$cWiley,$d2014. 210 4$d©2014 215 $a1 online resource (741 p.) 300 $aDescription based upon print version of record. 311 $a1-118-83196-9 320 $aIncludes bibliographical references and index. 327 $aMEASURE, 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 327 $a4.5 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 327 $a9.5 Bibliographic Notes10 PRODUCT MEASURES; 10.1 Basic Concepts 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 327 $a14.2 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 327 $a19.1 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 327 $a23.5 Bibliographic Notes 330 $a 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. 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