an elementary introduction to mathematical finance：数理金融学概论.pdfVIP

An Elementary Introduction to Mathematical Finance Options and Other Topics Second Edition SH ELDON M. ROSS University of California at Berkeley published by the press syndicate of the university of cambridge The Pitt Building, Trumpington Street, Cambridge, United Kingdom cambridge university press The Edinburgh Building, Cambridge CB2 2RU, UK 40 West 20th Street, New York, NY 10011-4211, USA 477 Williamstown Road, Port Melbourne, VIC 3207, Australia Ruiz de Alarcón 13, 28014 Madrid, Spain Dock House, The Waterfront, Cape Town 8001, South Africa © Cambridge University Press 2002 This book is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press. First published 2002 Printed in the United States of America Typeface Times 11/14 pt. System AMS-T X [FH] E A catalog record for this book is available from the British Library. Library of Congress Cataloging in Publication data available ISBN 0 521 81429 4 hardback Contents Introduction and Preface page xi 1 Probability 1 1.1 Probabilities and Events 1 1.2 Conditional Probability