Title Statements
- Full title :Theoretical foundations for quantitative finance / Luca Spadafora, Università Cattolica del Sacro Cuore, Italy, Gennady P. Berman, Los Alamos National Laboratory, USA & New Mexico Consortium, USA.
Edition Statements
- Publication Date:2017
Publication Statements
- Publisher(s):World Scientific
- Place of Publication:New Jersey
- Language:eng
- Publication Date:2017
The Physical Object
- Description:1 online resource
Edition Identifiers
- ISBN:9789813202481, 9813202483
- oclc:on1020630404
- Dewey Decimal:332.015195
Table of Contents
Intro; Contents; Preface; Chapter 1. Introduction; Chapter 2. All the Financial Math You Need to Survive with Interesting Applications; 2.1. Introduction; 2.2. Probability Space; 2.2.1. Probability Measure and Random Variables; 2.2.2. The Information Flow Through Time: The Role of the Filtration; 2.3. How to Estimate a Random Variable â#x80;#x94; Expectations and Conditioning; 2.4. Main Features of Probability Measure; 2.5. Moments and Cumulants; 2.6. Statistical Estimators; 2.7. Probability Density Functions; 2.7.1. Uniform Distribution; 2.7.2. Bernoulli and Binomial Distributions.
2.7.3. Normal Distribution2.7.4. Empirical Distribution; 2.7.5. Exponential Distribution and Studentâ#x80;#x99;s t-Distribution; 2.8. Central Limit Theorem; 2.9. Stochastic Processes; 2.10. Brownian Motion; 2.11. Quadratic Variation; 2.12. Martingale; 2.13. Stochastic Differential Equations (SDEs); 2.14. ItË#x86;oâ#x80;#x99;s Lemma; 2.15. Some Very Useful Theorems; 2.15.1. Martingale Representation Theorem; 2.15.2. Feynmanâ#x80;#x93;Kac Theorem; 2.15.3. Radonâ#x80;#x93;Nikodym Theorem; 2.15.4. Girsanovâ#x80;#x99;s Theorem; Chapter 3. The Pricing of Financial Derivatives â#x80;#x94; The Replica Approac…
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