00000cam a22000003i 4500 UP-1685594773862053919 Buklod 20170127105824.0 g||| | || || ta 170127s2014 nju rb |001 0|eng d 9781118831960 (hbk.) (iLib)UPBAG-00023065881 BC-67162 Serv Enterprises Php11,695.50 Prof. Jerico Bacani DLC BAG rda eng HG 106 G86 2014 Gan, Guojun 1979- author. Measure, probability, and mathematical finance a problem-oriented approach Guojun Gan, Chaoqun Ma, Hong Xie. Hoboken, New Jersey John Wiley & Sons, Inc. ©2014. xxiii, 715 pages 25 cm Includes bibliographical references (pages 687-702) and indexes. Preface -- Measure theory -- Sets and sequences -- Measures -- Extension of measures -- Lebesgue Stieltjee measures -- Measurable functions -- Lebesgue integration -- The Radon Nikodym theorem -- LP spaces -- Convergence -- Product measures -- Probability theory -- Events and random variables -- Independence -- Expectation -- Conditional expectation -- Inequalities -- Law of large numbers -- Characteristic functions -- Discrete distributions -- Continuous distributions -- Central limit theorems -- Stochastic processes -- Martingales -- Stopping times -- Martingale inequalities -- Martingale convergence theorems -- Random walks -- Poisson processes -- Brownian motions -- Markov processes -- Levy processes -- Stochastic calculus -- The wiener integral -- The it "o" integral -- Extension of it "o" integrals -- Martingale stochastic integrals -- The it o's formula -- Martingale representation theorem -- Change of measure -- Stochastic differential equations -- Libor market models -- Diffusions -- The Feyn Mankac formula -- Stochastic financial models -- Discrete time models -- Black scholes -- Path dependent options -- American options -- Instantaneous forward rate models. Finance Mathematical models. Social sciences Research Statistical methods. Ma, Chaoqun author. Xie, Hong author. FO UPBAG UPBAG-MAIN HG 106 G86 2014 Book