Screen LibraryStochastic methods in asset pricing /
Saved in:
| Main Authors: | |
|---|---|
| Published: |
The MIT Press,
|
| Publisher Address: | Cambridge, Massachusetts : |
| Publication Dates: | [2017] |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Carrier Form: | xxv, 605 pages : illustrations ; 24 cm |
| Bibliography: | Includes bibliographical references (pages [549]-573) and index. |
| ISBN: |
9780262036559 026203655X |
| Index Number: | HG4636 |
| CLC: |
O211.6 F830.91-32 |
| Call Number: | F830.91-32/L981 |
| Contents: | Preface -- Notation -- Preliminaries -- Probability spaces and related structures -- Integration -- Absolute continuity, conditioning and independence -- Convergence of random variables -- The art of random sampling. |