AMS eBook CollectionsOne of the world's most respected mathematical collections, available in digital format for your library or institution
Probability Theory in Finance: A Mathematical Guide to the Black-Scholes Formula, Second edition
About this Title
Seán Dineen, University College Dublin, Dublin, Ireland
Publication: Graduate Studies in Mathematics
Publication Year:
2005; Volume 70
ISBNs: 978-0-8218-9490-3 (print); 978-1-4704-0942-5 (online)
DOI: https://doi.org/10.1090/gsm/070
MathSciNet review: MR3059814
MSC: Primary 60-01; Secondary 60H05, 60H10, 60H30, 60J65, 91-01, 91B28
This volume is not part of this online collection.
Table of Contents
Chapters
- Chapter 1. Money and markets
- Chapter 2. Fair games
- Chapter 3. Set theory
- Chapter 4. Measurable functions
- Chapter 5. Probability spaces
- Chapter 6. Expected values
- Chapter 7. Continuity and integrability
- Chapter 8. Conditional expectation
- Chapter 9. Lebesgue measure
- Chapter 10. Martingales
- Chapter 11. The Black-Scholes formula
- Chapter 12. Stochastic integration
- Solutions