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

Providing the mathematical theory needed to understand the financial models of Wall Street, this book covers the basic concepts and the important theorems of mathematical finance and provides plenty of illustrative problems for reinforcement, with hints and solutions. A sampling of topics: sets and sequences, Lebesgue-Stieltjes measures, the Radon-Nikodym theorem, events and random variables, discrete and continuous distributions, and various topics related to stochastic calculus and financial models. Annotation ©2014 Ringgold, Inc., Portland, OR (protoview.com)