Probability theory in finance : a mathematical guide to the Black-Scholes formula / Seán Dineen.

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Bibliographic Details
Main Author: Dineen, Seán, 1944-
Language:English
Published: Providence, Rhodes Island : American Mathematical Society, [2013]
Edition:Second edition.
Series:Graduate studies in mathematics ; v. 70.
Subjects:
Physical Description:xiv, 305 pages : illustrations ; 26 cm.
Format: Book

MARC

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245 1 0 |a Probability theory in finance :  |b a mathematical guide to the Black-Scholes formula /  |c Seán Dineen. 
250 |a Second edition. 
264 1 |a Providence, Rhodes Island :  |b American Mathematical Society,  |c [2013] 
264 4 |c ©2013 
300 |a xiv, 305 pages :  |b illustrations ;  |c 26 cm. 
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490 1 |a Graduate studies in mathematics ;  |v volume 70 
504 |a Includes bibliographical references (pages 299-300) and index. 
505 0 |a Money and markets -- Fair games -- Set theory -- Measurable functions -- Probability spaces -- Expected values -- Continuity and integrability -- Conditional expectation -- Lebesgue measure -- Martingales -- The Black-Scholes formula -- Stochastic integration. 
650 0 |a Business mathematics.  |0 http://id.loc.gov/authorities/subjects/sh85018308.  |0 http://id.loc.gov/authorities/subjects/sh85018308 
830 0 |a Graduate studies in mathematics ;  |v v. 70.  |0 http://id.loc.gov/authorities/names/n92111274.  |0 http://id.loc.gov/authorities/names/n92111274 
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