Stochastic methods in asset pricing /
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Main Authors: | |
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Published: |
The MIT Press,
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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. |