Malczak Jan (13 results)

Condition: New.

Condition: As New. Unread book in perfect condition.

Condition: New.

Condition: New. A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance. Series: Mastering Mathematical Finance. Num Pages: 196 pages, 12 b/w illus. 150 exercises. BIC Classification: KFF; PBT; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 230 x 164 x 12. Weight in Grams: 306. . 2013. Paperback. . . . . …

Condition: As New. Unread book in perfect condition.

Condition: New. pp. 196 Index.

Paperback. Condition: Brand New. 188 pages. 9.00x6.25x0.50 inches. In Stock.

Condition: New. A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance. Series: Mastering Mathematical Finance. Num Pages: 196 pages, 12 b/w illus. 150 exercises. BIC Classification: KFF; PBT; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 230 x 164 x 12. Weight in Grams: 306. . 2013. Paperback. . . . . Books ship from the US and Ireland. …

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text.…

Condition: New. Print on Demand pp. 196 12 Illus.

Condition: New. PRINT ON DEMAND pp. 196.

Paperback. Condition: new. Paperback. Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text. Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence, conditioning and limit theorems for random sequences. Motivational examples, careful proofs and plenty of exercises facilitate self-study. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Students and instructors alike will benefit from this rigorous, unfussy text. It keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence, conditioning and limit theorems for ra.…