000			02466cam a22003258i 4500
001			17915926
003			APU
005			20151009051504.0
008			131023t20142013nju b 001 0 eng
010			_a 2013034292
020			_a9781118831960 (hbk.)
040			_aDLC _beng _cDLC _dANA
042			_apcc
050	0	0	_aHG106 _b.G36 2014
082	0	0	_a332.015195 _223 _bGAN 2014
100	1		_aGan, Guojun, _d1979- _930405
245	1	0	_aMeasure, probability, and mathematical finance : _ba problem oriented approach / _cGuojun Gan, Chaoqun Ma, Hong Xie.
260			_aHoboken, NJ. : _bJohn Wiley & Sons Inc., _c2014.
300			_axxiii, 715 p. ; _c24 cm.
504			_aIncludes bibliographical references and index.
505	0		_aPreface -- 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.
650		0	_aFinance _xMathematical models. _91936
650		0	_aSocial sciences _xResearch _xStatistical methods. _922769
700	1		_aMa, Chaoqun. _930406
700	1		_aXie, Hong. _930407
776	0	8	_iOnline version: _aGan, Guojun, 1979- _tMeasure, probability, and mathematical finance _dHoboken : Wiley, 2014 _z9781118347386 _w(DLC) 2013043863
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cBook _02
999			_c18666 _d18666