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Probability III: Continuous Probability

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Book cover Introduction to the Mathematics of Finance

Part of the book series: Undergraduate Texts in Mathematics ((UTM))

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In this chapter we discuss some concepts of the general theory of probability, without restriction to finite or discrete sample spaces. This is in preparation for our discussion of the Black-Scholes derivative pricing model.

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© 2004 Steven Roman

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Roman, S. (2004). Probability III: Continuous Probability. In: Introduction to the Mathematics of Finance. Undergraduate Texts in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9005-1_9

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  • DOI: https://doi.org/10.1007/978-1-4419-9005-1_9

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-21364-4

  • Online ISBN: 978-1-4419-9005-1

  • eBook Packages: Springer Book Archive

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