Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach - Image 1

£105.69

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

Name: Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach
Brand: Wiley
Price: 105.69 GBP
Availability: InStock

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£106 today · usual range £0–£0 · best ever £67

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 583 days • 583 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 583 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £103-112 (425 days, 72.9%)

Price range: £67 - £112

Price levels: 5 price ranges over 583 days

Description

An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 1118831969
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 13 May 2014
Listed Since: 28 August 2013

Barcode

No barcode data available

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

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Arbitrage Theory In Discrete And Continuous Time

Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

A Factor Model Approach to Derivative Pricing

Stochastic Finance with Python: Design Financial Models from Probabilistic Perspective

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Mathematical Methods and Quantum Mathematics for Economics and Finance

Dynamic Asset Pricing Theory Third Edition (Princeton Series in Finance)

Mathematical Methods and Quantum Mathematics for Economics and Finance

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series)

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Deterministic And Stochastic Topics In Computational Finance

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1