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Mathematical finance and probability : a discrete introduction
Overview of attention for book
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
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Citations
dimensions_citation
8
Dimensions
Readers on
mendeley
5
Mendeley
Book overview
1. Introduction
2. A Short Primer on Finance
3. Positive Linear Functionals
4. Finite Probability Spaces
5. Random Variables
6. General One-Period Models
7. Information and Randomness
8. Independence
9. Multi-Period Models:The Main Issues
10. Conditioning and Martingales
11. The Fundamental Theorems of Asset Pricing
12. The Cox—Ross—Rubinstein Model
13. The Central Limit Theorem
14. The Black—Scholes Formula
15. Optimal Stopping
16. American Claims
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
3
syllabi from
1
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
University of Nottingham
3
Unknown