| 期刊全稱 | A Cookbook with Probability One | | 期刊簡(jiǎn)稱 | With Financial Appli | | 影響因子2023 | Damiano Rossello | | 視頻video | http://file.papertrans.cn/168/167014/167014.mp4 | | 發(fā)行地址 | Supplements cookbook presentation of probability theory with the necessary mathematical rigor.Yields a self-contained treatment of special applications such as risk measures.Provides accessible probab | | 學(xué)科分類 | UNITEXT | | 圖書封面 |  | | 影響因子 | .This book offers accessible probabilistic modelling of relevant financial problems. It is divided into two parts. The first part (cookbook) is written by emphasizing the key definitions and theorems without wasting too much of the reader with unnecessary technical details. Here, the first kind of target audience is graduate students in Economics with no prior exposition to probability theory (except for undergraduate courses in Applied Statistics) which are provided by a self-contained account of probabilistic modelling mainly applied to finance. The fundamental concepts of random variable/vector and probability distributions are introduced beforehand with respect to the usual treatment of this subject in standard probability textbook, trying to strike a balance between precise mathematical definitions and their applied knowledge. All the analytic tools developed are illustrated through examples of probability distributions of future stock prices, returns and profit and loss, together with their main characteristics, such as moments, moment generating and characteristic functions, location-scale families, and quantiles. The extension to the multivariate case for fixed time horizon | | Pindex | Textbook 2024 |
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