TY  - BOOK
AU  - Gan,Guojun
AU  - Ma,Chaoqun
AU  - Xie,Hong
TI  - Measure, probability, and mathematical finance: a problem oriented approach 
SN  - 9781118831960 (hbk.)
AV  - HG106 .G36 2014
U1  - 332.015195 23
PY  - 2014///
CY  - Hoboken, NJ.
PB  - John Wiley & Sons Inc.
KW  - Finance
KW  - Mathematical models
KW  - Social sciences
KW  - Research
KW  - Statistical methods
N1  - Includes bibliographical references and index; 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
ER  -