2003

Mathematical Finance and Probability

A Discrete Introduction

Authors:

ISBN: 978-3-7643-6921-7 (Print) 978-3-0348-8041-1 (Online)

Table of contents (16 chapters)

  1. Front Matter

    Pages i-ix

  2. No Access

    Book Chapter

    Pages 1-6

    Introduction

  3. No Access

    Book Chapter

    Pages 7-39

    A Short Primer on Finance

  4. No Access

    Book Chapter

    Pages 41-72

    Positive Linear Functionals

  5. No Access

    Book Chapter

    Pages 73-87

    Finite Probability Spaces

  6. No Access

    Book Chapter

    Pages 89-109

    Random Variables

  7. No Access

    Book Chapter

    Pages 111-128

    General One-Period Models

  8. No Access

    Book Chapter

    Pages 129-145

    Information and Randomness

  9. No Access

    Book Chapter

    Pages 147-160

    Independence

  10. No Access

    Book Chapter

    Pages 161-177

    Multi-Period Models:The Main Issues

  11. No Access

    Book Chapter

    Pages 179-190

    Conditioning and Martingales

  12. No Access

    Book Chapter

    Pages 191-199

    The Fundamental Theorems of Asset Pricing

  13. No Access

    Book Chapter

    Pages 201-219

    The Cox—Ross—Rubinstein Model

  14. No Access

    Book Chapter

    Pages 221-246

    The Central Limit Theorem

  15. No Access

    Book Chapter

    Pages 247-255

    The Black—Scholes Formula

  16. No Access

    Book Chapter

    Pages 257-275

    Optimal Stopping

  17. No Access

    Book Chapter

    Pages 277-295

    American Claims

  18. Back Matter

    Pages 297-328