Probability for Finance
by Patrick Roger
Publisher: BookBoon 2010
Number of pages: 115
The book is intended to be a technical support for students in finance. From the table of contents: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
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by AP Faure - Bookboon
Forwards, futures, swaps, options, hybrids and a category 'other' (credit derivatives, weather derivatives, etc.) make up the derivative markets. The word is drawn from 'derive' and means that the derivative instrument cannot exist on its own.
by Alexander Vervuurt - arXiv
Stochastic Portfolio Theory is a framework in which the normative assumptions from classical financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.
by N. Adriana Knouf - University of Minnesota Press
Knouf shows how noise affects the ways in which financial markets function. The book draws on different forms of noise, paying attention to how materiality and the interference of humans causes the meanings of noise to shift over space and time.
by W. Härdle, T. Kleinow, G. Stahl - Springer
The book is designed for researchers who wish to develop professional skill in modern quantitative applications in finance. It presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance.