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:
Business mathematics.
Physical Description:xiv, 305 pages : illustrations ; 26 cm.
Format: Book
Contents:
  • 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.