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020 a| 9781118347386 (Adobe PDF);

020 a| 9781118347393 (ePub);

020 z| 9781118831960 (cloth);

035 a| (WaSeSS)ssj0001224880;

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100 1 a| Gan, Guojun,d| 1979-?| UNAUTHORIZED;

245 10 a| Measure, probability, and mathematical financeh| [electronic resource] :b| a problem oriented approach /c| Guojun Gan, Chaoqun Ma, Hong Xie.;

260 a| Hoboken :b| Wiley,c| 2014.;

263 a| 1610;

300 a| 1 online resource.;

504 a| Includes bibliographical references and index.;

505 0 a| 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 -- Discretetime models -- Blackscholes -- Pathdependent options -- American options -- Instantaneous forward rate models -- References -- List of symbols -- Subject index -- Financial glossary.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

588 a| Description based on print version record and CIP data provided by publisher; resource not viewed.;

650 0 a| Financex| Mathematical models.=| ^A51853;

650 0 a| Social sciencesx| Researchx| Statistical methods.=| ^A1019097;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Ma, Chaoqun.?| UNAUTHORIZED;

700 1 a| Xie, Hong.?| UNAUTHORIZED;

776 08 i| Print version:a| Gan, Guojun, 1979-t| Measure, probability, and mathematical financed| Hoboken : Wiley, 2014z| 9781118831960w| (DLC) 2013034292;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=7104118;

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Measure, probability, and mathematical finance a problem oriented approach / Guojun Gan, Chaoqun Ma, Hong Xie.

Author/creator	Gan, Guojun, 1979-
Other author	Ma, Chaoqun.
Other author	Xie, Hong.
Format	Electronic
Publication Info	Hoboken : Wiley, 2014.
Description	1 online resource.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Finance--Mathematical models. Social sciences--Research. --Statistical methods.

Contents	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 -- Discretetime models -- Blackscholes -- Pathdependent options -- American options -- Instantaneous forward rate models -- References -- List of symbols -- Subject index -- Financial glossary.
Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Source of description	Description based on print version record and CIP data provided by publisher; resource not viewed.
Issued in other form	Print version: Gan, Guojun, 1979- Measure, probability, and mathematical finance Hoboken : Wiley, 2014 9781118831960
Genre/form	Electronic books.
LCCN	2013043863
ISBN	9781118347386 (Adobe PDF)
ISBN	9781118347393 (ePub)

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Measure, probability, and mathematical finance a problem oriented approach / Guojun Gan, Chaoqun Ma, Hong Xie.

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