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Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.

Measure theory. Mathematical integration --- Measure theory --- Integrals, Generalized --- Probabilities --- Measure theory. --- Integrals, Generalized. --- Probabilities. --- Mesure, Théorie de la --- Intégrales généralisées --- Probabilités --- Mathematical analysis. --- Analysis (Mathematics). --- Economics, Mathematical . --- Probability Theory and Stochastic Processes. --- Analysis. --- Measure and Integration. --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Measure algebras --- Rings (Algebra) --- 517.1 Mathematical analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Methodology

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AA / International- internationaal --- 305.91 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Stochastic analysis. --- Analyse stochastique --- -Securities --- -Stochastic analysis --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Securities law --- Underwriting --- Investment banking --- -Mathematical models --- Investments --- Options (Finance) --- Securities --- Stochastic analysis --- 336.767 --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes --- 336.767 Investering. Belegging. Portfolio. Portfoliotheorie. --(toepassing voor kapitaalkosten in de onderneming zie {658.15}) --- Investering. Belegging. Portfolio. Portfoliotheorie. --(toepassing voor kapitaalkosten in de onderneming zie {658.15}) --- Portfolio --- Scrip --- Mathematics of investment --- Business mathematics --- Mathematics --- Mathematical models --- Prices&delete& --- Law and legislation --- Money market. Capital market --- International finance --- Mathematical statistics --- Mathematics. --- Mathematical models. --- Prices --- Investissements --- Options (Finances) --- Valeurs mobilières --- Mathématiques --- Modèles mathématiques --- Prix --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Mathématiques économiques --- Mathématiques financières --- Marché financier --- Options (Finance) - Mathematical models - Mathematical models --- Investments - Mathematics --- Securities - Prices - Mathematical models