Probability theory in finance (Record no. 1705)

000 -LEADER
fixed length control field 01474nam a2200181Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240809122604.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180205s9999 xx 000 0 und d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780821868812
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number HF5691
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Dineen, Sean
245 ## - TITLE STATEMENT
Title Probability theory in finance
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. AMS
Date of publication, distribution, etc. 2011
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note <br/>Chapter 1. Money and markets<br/>Chapter 2. Fair games<br/>Chapter 3. Set theory<br/>Chapter 4. Measurable functions<br/>Chapter 5. Probability spaces<br/>Chapter 6. Expected values<br/>Chapter 7. Continuity and integrability<br/>Chapter 8. Conditional expectation<br/>Chapter 9. Lebesgue measure<br/>Chapter 10. Martingales<br/>Chapter 11. The Black-Scholes formula<br/>Chapter 12. Stochastic integration<br/>Solutions<br/>
520 ## - SUMMARY, ETC.
Summary, etc. The book skillfully draws the reader toward the art of thinking mathematically and then proceeds to lay the foundations in analysis and probability theory underlying modern financial mathematics. It rigorously reveals the mathematical secrets of topics such as abstract measure theory, conditional expectations, martingales, Wiener processes, the It calculus, and other ingredients of the Black-Scholes formula. In explaining these topics, the author uses examples drawn from the universe of finance. The book also contains many exercises, some included to clarify simple points of exposition, others to introduce new ideas and techniques, and a few containing relatively deep mathematical results.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
        Commerce ICTS Rack No 01 01/18/2018 HF5691 00970 Book