Search Results - "law of large numbers"

An introduction to financial mathematics : option valuation / by Junghenn, Hugo D. (Hugo Dietrich), 1939-

Table of Contents: “…5.2 Portfolio Processes and the Value Process5.3 Self-Financing Trading Strategies; 5.4 Equivalent Characterizations of Self-Financing; 5.5 Option Valuation by Portfolios; 5.6 Exercises; 6: Expectation; 6.1 Expectation of a Discrete Random Variable; 6.2 Expectation of a Continuous Random Variable; 6.3 Basic Properties of Expectation; 6.4 Variance of a Random Variable; 6.5 Moment Generating Functions; 6.6 The Strong Law of Large Numbers; 6.7 The Central Limit Theorem; 6.8 Exercises; 7: The Binomial Model; 7.1 Construction of the Binomial Model…”
Taylor & Francis
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