Damiano Rossello
A Cookbook with Probability One: With Financial Applications
A Cookbook with Probability One: With Financial Applications
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Excellent- More about A Cookbook with Probability One: With Financial Applications
The book offers accessible probabilistic modelling of relevant financial problems, divided into two parts. Part 1 is for graduate students with no prior exposure to probability theory, while Part 2 is for students with more mathematical preparation. It covers random variable/vector and probability distributions, analytic tools, multivariate case, stochastic processes, convergence concepts, risk and copula functions, and advanced exercises with complete solutions.
Format: Paperback / softback
Length: 402 pages
Publication date: 20 July 2024
Publisher: Springer International Publishing AG
This book provides an accessible introduction to probabilistic modelling in finance, suitable for graduate students with no prior exposure to probability theory. The first part of the book focuses on key definitions and theorems, while the second part delves into more advanced topics. The book covers random variables, probability distributions, and analytic tools, with examples of future stock prices, returns, and profit and loss. It also explores multivariate cases and stochastic processes, with convergence concepts applied to point estimation of means, variances, correlation coefficients, and risk measures. Short sections on risk and copula functions further illustrate the potential application of probability models to financial problems. The book is divided into two parts, with the first part written in a cookbook style to emphasize key definitions and theorems without excessive technical details. It is suitable for graduate students in Economics with no prior exposure to probability theory, providing a self-contained account of probabilistic modelling mainly applied to finance.
Weight: 638g
Dimension: 233 x 155 x 26 (mm)
ISBN-13: 9783031546877
Edition number: 2024 ed.
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