The mathematics of derivatives securities with applications in MATLAB /

• Main Author: Cerrato, Mario
• Format: eBook
• Language: English
• Published: Hoboken : John Wiley & Sons Inc., 2012.
• Series: Wiley finance series.
• Subjects: MATLAB.; Derivative securities > Statistical methods.; Finance > Statistical methods.; Probabilities.; BUSINESS & ECONOMICS > Finance.; Electronic books.

"The book is divided into two parts - the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hed...

Table of Contents:

• The Mathematics of Derivatives Securities with Applications in MATLAB; Contents; Preface; 1 An Introduction to Probability Theory; 1.1 The Notion of a Set and a Sample Space; 1.2 Sigma Algebras or Field; 1.3 Probability Measure and Probability Space; 1.4 Measurable Mapping; 1.5 Cumulative Distribution Functions; 1.6 Convergence in Distribution; 1.7 Random Variables; 1.8 Discrete Random Variables; 1.9 Example of Discrete Random Variables: The Binomial Distribution; 1.10 Hypergeometric Distribution; 1.11 Poisson Distribution; 1.12 Continuous Random Variables; 1.13 Uniform Distribution.