測度、確率と数理ファイナンス:問題指向のアプローチ
Measure, Probability, and Mathematical Finance
A Problem-Oriented Approach
Gan, Guojun
Ma, Chaoqun
Xie, Hong
- 出版社:John Wiley & Sons Inc
- 出版年月:2014年 05月
- ISBN:9781118831960
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:715 p.
- DDC分類:332.015195
- 内容紹介:
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The book presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems are featured.