Table of contents for Mathematical finance and probability : a discrete introduction / Pablo Koch Medina, Sandro Merino.


Bibliographic record and links to related information available from the Library of Congress catalog


Information from electronic data provided by the publisher. May be incomplete or contain other coding.


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Introduction .- A Short Primer on Finance .- Positive Linear Functionals .- Finite Probability Spaces .- Random Variables .- General One.-period Models .- Information and Randomness .- Independence .- Multi.-period models: The Main Issues .- Conditioning and Martingales .- The Fundamental Theorems of Asset Pricing .- The Cos.-Ross.-Rubinstein Model .- The Central Limit Theorem .- The Black Scholes Formula .- Optimal Stopping .- American Claims


Library of Congress subject headings for this publication:
Investments -- Mathematics.
Investments -- Mathematical models.
Probabilities.
Securities -- Mathematical models.