Mathematical Finance and Probability

Pablo Koch Medina () and Sandro Merino ()
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Pablo Koch Medina: Swiss Re
Sandro Merino: UBS AG

in Springer Books from Springer

Date: 2003
ISBN: 978-3-0348-8041-1
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Chapters in this book:

Ch Chapter 1 Introduction

E. Briys and F. De Varenne

Ch Chapter 10 Conditioning and Martingales

J. M. Harrison and S. R. Pliska

Ch Chapter 11 The Fundamental Theorems of Asset Pricing

H. Dybvig and Stephen Ross

Ch Chapter 12 The Cox—Ross—Rubinstein Model

J. C. Cox, Stephen Ross and M. Rubinstein

Ch Chapter 13 The Central Limit Theorem

F. Galton

Ch Chapter 14 The Black—Scholes Formula

J. C. Cox, Stephen Ross and M. Rubinstein

Ch Chapter 15 Optimal Stopping

K. L. Chung

Ch Chapter 16 American Claims

R. Myneni

Ch Chapter 2 A Short Primer on Finance

H. R. Varian

Ch Chapter 3 Positive Linear Functionals

H. Dybvig and Stephen Ross

Ch Chapter 4 Finite Probability Spaces

M. Kline

Ch Chapter 5 Random Variables

B. A. Russell

Ch Chapter 6 General One-Period Models

J. E. Ingersoll

Ch Chapter 7 Information and Randomness

A. S. Eddington

Ch Chapter 8 Independence

A. N. Kolmogorov

Ch Chapter 9 Multi-Period Models:The Main Issues

R. C. Merton

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-0348-8041-1

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DOI: 10.1007/978-3-0348-8041-1

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