000			01746cam a22002777a 4500
001			18108910
005			20250603145103.0
008			140409s2014 enka 001 0 eng d
020			_a9780521175579
040			_aCSL _cCSL
041			_2eng _aeng
084			_aB2810b8D Q4 NBHM _qCSL
100	1		_aKopp, P. E., _eauthor. _9811590
245	1	0	_aProbability for finance
264		1	_aCambridge : _bCambridge University Press, _c2014.
300			_aviii, 188 pages : _bill. (b & w) ; _c24 cm.
490	0		_aMastering mathematical finance
500			_aIncludes index.
520			_aStudents 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.
650		0	_aBusiness mathematics. _9811591
650		0	_aProbabilities.
650		0	_aFinance
700	1		_aMalczak, Jan, _eco-author. _9438602
700	1		_aZastawniak, Tomasz, _eco-author.
942			_2CC _n0 _cTEXL _hB2810b8D Q4 NBHM
999			_c1431379 _d1431379