000			02313nam a2200397 i 4500
001			CR9781139035026
003			UkCbUP
005			20240916195805.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			110301s2014||||enk o ||1 0|eng|d
020			_a9781139035026 (ebook)
020			_z9781107002494 (hardback)
020			_z9780521175579 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHF5691 _b.K7125 2014
082	0	0	_a332.01519 _223
100	1		_aKopp, P. E., _d1944- _eauthor.
245	1	0	_aProbability for finance / _cEkkehard Kopp, University of Hull, Hull, UK, Jan Malczak, AGH University of Science and Technology, Kraków, Poland, Tomasz Zastawniak, University of York, York, UK.
264		1	_aCambridge : _bCambridge University Press, _c2014.
300			_a1 online resource (viii, 188 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aMastering mathematical finance
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
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.
650		0	_aProbabilities.
700	1		_aMalczak, Jan, _eauthor.
700	1		_aZastawniak, Tomasz, _d1976- _eauthor.
776	0	8	_iPrint version: _z9781107002494
830		0	_aMastering mathematical finance.
856	4	0	_uhttps://doi.org/10.1017/CBO9781139035026
942			_2ddc _cEB
999			_c9305 _d9305