Title Measure, Probability, and Mathematical Finance A Problem-Oriented Approach

Published Newark : John Wiley & Sons, Incorporated, 2014

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Description 1 online resource (670 p.) Series New York Academy of Sciences Ser New York Academy of Sciences Ser Contents Intro -- Half Title page -- Title page -- Copyright page -- Dedication -- Preface -- Financial Glossary -- Part I: Measure Theory -- Chapter 1: Sets and Sequences -- 1.1 Basic Concepts and Facts -- 1.2 Problems -- 1.3 Hints -- 1.4 Solutions -- 1.5 Bibliographic Notes -- Chapter 2: Measures -- 2.1 Basic Concepts and Facts -- 2.2 Problems -- 2.3 Hints -- 2.4 Solutions -- 2.5 Bibliographic Notes -- Chapter 3: Extension of Measures -- 3.1 Basic Concepts and Facts -- 3.2 Problems -- 3.3 Hints -- 3.4 Solutions -- 3.5 Bibliographic Notes -- Chapter 4: Lebesgue-Stieltjes Measures 4.1 Basic Concepts and Facts -- 4.2 Problems -- 4.3 Hints -- 4.4 Solutions -- 4.5 Bibliographic Notes -- Chapter 5: Measurable Functions -- 5.1 Basic Concepts and Facts -- 5.2 Problems -- 5.3 Hints -- 5.4 Solutions -- 5.5 Bibliographic Notes -- Chapter 6: Lebesgue Integration -- 6.1 Basic Concepts and Facts -- 6.2 Problems -- 6.3 Hints -- 6.4 Solutions -- 6.5 Bibliographic Notes -- Chapter 7: The Radon-Nikodym Theorem -- 7.1 Basic Concepts and Facts -- 7.2 Problems -- 7.3 Hints -- 7.4 Solutions -- 7.5 Bibliographic Notes -- Chapter 8: LP Spaces -- 8.1 Basic Concepts and Facts -- 8.2 Problems 8.3 Hints -- 8.4 Solutions -- 8.5 Bibliographic Notes -- Chapter 9: Convergence -- 9.1 Basic Concepts and Facts -- 9.2 Problems -- 9.3 Hints -- 9.4 Solutions -- 9.5 Bibliographic Notes -- Chapter 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 -- Chapter 11: Events and Random Variables -- 11.1 Basic Concepts and Facts -- 11.2 Problems -- 11.3 Hints -- 11.4 Solutions -- 11.5 Bibliographic Notes -- Chapter 12: Independence -- 12.1 Basic Concepts and Facts -- 12.2 Problems -- 12.3 Hints 12.4 Solutions -- 12.5 Bibliographic Notes -- Chapter 13: Expectation -- 13.1 Basic Concepts and Facts -- 13.2 Problems -- 13.3 Hints -- 13.4 Solutions -- 13.5 Bibliographic Notes -- Chapter 14: Conditional Expectation -- 14.1 Basic Concepts and Facts -- 14.2 Problems -- 14.3 Hints -- 14.4 Solutions -- 14.5 Bibliographic Notes -- Chapter 15: Inequalities -- 15.1 Basic Concepts and Facts -- 15.2 Problems -- 15.3 Hints -- 15.4 Solutions -- 15.5 Bibliographic Notes -- Chapter 16: Law of Large Numbers -- 16.1 Basic Concepts and Facts -- 16.2 Problems -- 16.3 Hints -- 16.4 Solutions 16.5 Bibliographic Notes -- Chapter 17: Characteristic Functions -- 17.1 Basic Concepts and Facts -- 17.2 Problems -- 17.3 Hints -- 17.4 Solutions -- 17.5 Bibliographic Notes -- Chapter 18: Discrete Distributions -- 18.1 Basic Concepts and Facts -- 18.2 Problems -- 18.3 Hints -- 18.4 Solutions -- 18.5 Bibliographic Notes -- Chapter 19: Continuous Distributions -- 19.1 Basic Concepts and Facts -- 19.2 Problems -- 19.3 Hints -- 19.4 Solutions -- 19.5 Bibliographic Notes -- Chapter 20: Central Limit Theorems -- 20.1 Basic Concepts and Facts -- 20.2 Problems -- 20.3 Hints -- 20.4 Solutions Notes Description based upon print version of record 20.5 Bibliographic Notes Genre/Form Electronic books Form Electronic book ISBN 9781118831984 1118831985

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