Probability for Finance (English, Ekkehard Kopp | Jan Malczak | Tomasz Zastawniak)
by Ekkehard Kopp | Jan Malczak | Tomasz Zastawniak
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About the Book
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Conseq…
ISBN: 9781107002494
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