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Mathematical finance and probability : a discrete introduction

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Cover of 'Mathematical finance and probability : a discrete introduction'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 A Short Primer on Finance
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    Chapter 3 Positive Linear Functionals
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    Chapter 4 Finite Probability Spaces
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    Chapter 5 Random Variables
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    Chapter 6 General One-Period Models
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    Chapter 7 Information and Randomness
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    Chapter 8 Independence
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    Chapter 9 Multi-Period Models:The Main Issues
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    Chapter 10 Conditioning and Martingales
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    Chapter 11 The Fundamental Theorems of Asset Pricing
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    Chapter 12 The Cox—Ross—Rubinstein Model
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    Chapter 13 The Central Limit Theorem
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    Chapter 14 The Black—Scholes Formula
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    Chapter 15 Optimal Stopping
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    Chapter 16 American Claims
Attention for Chapter 14: The Black—Scholes Formula
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