Foundations of quantitative finance. Probability spaces and random variables / Book II, (2022)
- Record Type:
- Book
- Title:
- Foundations of quantitative finance. Probability spaces and random variables / Book II, (2022)
- Main Title:
- Foundations of quantitative finance.
- Other Titles:
- Probability spaces and random variables
- Further Information:
- Note: Robert R. Reitano.
- Authors:
- Reitano, Robert R, 1950-
- Contents:
- Preface Introduction 1. Probability Spaces 2. Limit Theorems on Measurable Sets 3. Random Variables and Distribution Functions 4. Samples of Random Variables 5. Limit Theorems for Random Variable Sequences 6. Distribution Functions and Borel Measures 7. Copulas and Sklar's Theorem 8. Weak Convergence of Distribution Functions 9. Estimating Tail Events References Index
- Edition:
- 1st
- Publisher Details:
- Boca Raton : Chapman & Hall/CRC
- Publication Date:
- 2022
- Extent:
- 1 online resource
- Subjects:
- 332.015195
Finance -- Mathematical models
Probabilities
Random variables - Languages:
- English
- ISBNs:
- 9781000788341
9781000788273
9781003260547 - Related ISBNs:
- 9781032197180
9781032197173 - Notes:
- Note: Includes bibliographical references and index.
Note: Description based on CIP data; resource not viewed. - Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.740649
- Ingest File:
- 15_022.xml