Cookbook with Probability One

With Financial Applications

AvDamiano Rossello

Häftad, Engelska, 2024

Del 161 i serien UNITEXT

592 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2024-07-20
Mått:155 x 235 x 26 mm
Vikt:638 g
Format:Häftad
Språk:Engelska
Serie:UNITEXT
Antal sidor:402
Förlag:Springer International Publishing AG
ISBN:9783031546877

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Mer om författaren

Professor Damiano Rossello has a degree in Economics and a Ph.D. in Mathematics for Economics and Finance from the University of Catania. His research is focused on probabilistic and computational aspects of risk management as well as portfolio optimization. He is currently an associate professor at the University of Catania, where he has been teaching graduate courses in Probability for Finance and undergraduate courses in Mathematics of Finance.

Innehållsförteckning

1 Probability, Events and Random Variables.- 2 Distribution of Random Variables.- 3 Multidimensional Random Variables.- 4 Moments and the Alike.- 5 Special Distributions.- 6 Conditioning.- 7 Regression, Prediction and more Dependence.- 8 Convergence Concepts.- 9 Introduction to Stochastic Processes.- 10 Introduction to Market Risk Measures.