Probability for Finance
by Patrick Roger
Publisher: BookBoon 2010
ISBN-13: 9788776815899
Number of pages: 115
Description:
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.
Download or read it online for free here:
Download link
(4.3MB, PDF)
Similar books
Behavioural Financeby Peter Dybdahl Hede - BookBoon
Behavioural finance, with its emphasis on the numerous biases and heuristics, puts a human face on the financial markets, recognizing that market participants are subject to biases that have predictable effects on prices.
(10315 views)
Financial Strategy for Public Managersby Sharon Kioko, Justin Marlowe - The Rebus Foundation
This is a new generation textbook for financial management in the public sector. It offers a thorough, applied, and concise introduction to the essential financial concepts and analytical tools that today's effective public servants need to know.
(6110 views)
An Introduction to Business Mathematicsby Henk van Elst - arXiv
These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. A special focus is set on applications in quantitative economical modelling.
(8348 views)
Stochastic Processes for Financeby Patrick Roger - BookBoon
Topics: Discrete-time stochastic processes (Markov chains , Martingales); Continuous-time stochastic processes (General framework, Brownian motion); Stochastic integral and Ito's lemma (Girsanov theorem, Stochastic differential equations).
(11033 views)