MATHEMATICAL PREPARATION

T. W. Epps
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T. W. Epps: University of Virginia, USA

Chapter 2 in Pricing Derivative Securities, 2000, pp 21-91 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Analytical ToolsOrder NotationSeries ExpansionsMeasuresMeasurable FunctionsVariation and Absolute Continuity of FunctionsIntegrationChange of Measure: Radon-Nikodym TheoremSpecial Functions and Integral TransformsProbabilityProbability SpacesRandom Variables and Their DistributionsMathematical ExpectationRadon-Nikodym for Probability MeasuresConditional Probability and ExpectationStochastic ConvergenceModels for DistributionsIntroduction to Stochastic Processes

Keywords: Arbitrage; Calls; Swaps; Finance; Futures; Hedging; Martingales; Options; P.D.E.S; Puts (search for similar items in EconPapers)
Date: 2000
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