An Introduction To Psychology The Science of Human Behaviour by Delroy Constantine-Simms , Think Doctor Publications

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Think Doctor Publications An Introduction To Psychology The Science of Human Behaviour by Delroy Constantine-Simms

An Introduction to Psychology is a 14 Chapter book, that's been constructed to enable undergraduate students, organize their thinking about psychology at a conceptual and practical level. This book will also help students to appreciate that psychology matters, more than they appreciate, while helping students with litte or no prior understanding of psychology, appreaciate that commonly used psychologcal terms, to explain human behaviour are not without foundation, but are often based on a rigourous emprical scientific process._x000D__x000D_In order to assist student understanding of human behaviour, each chapter begins with a real-world example of people dealing with behavioural questions, with reference to who can use psychology to help them answer those questions. Furthermore, chapter openings are designed to generate an interest in the topic, thus drawing curious students in and hence beging the learning process accordingly._x000D__x000D_In order to sustain student interest, each chapter contains features that are designed to link the principles from each chapter to real-world applications in business, environment, health, law, learning, and other relevant domains. For instance, the application in Chapter 6 "Growing and Developing"--"What Makes a Good Parent?"--applies the concepts of parenting styles in a mini handbook about parenting, and the application in Chapter 3 "Brains, Bodies, and Behaviour" is about the difficulties that left-handed people face performing everyday tasks in a right-handed world._x000D__x000D_While this book covers many psychological topics, empiricism has been emphazised throughout this book, but without making it a distraction from the main psychological themes. Each chapter presents close-ups on research, including well-articulated and specific examples of research within the psychological theme, including a summary of the hypotheses, methods, results, and interpretations. This feature provides a continuous thread that reminds students of the importance of empirical research. The research foci also emphasize the fact that findings are not always predictable ahead of time, thus dispelling the myth of hindsight bias thus empowering student to understand and appreciate how research really works._x000D_ Table of contents :- _x000D_ Contents_x000D_ Preface to the Second Edition _x000D_ Preface to the First Edition _x000D_ 1. Derivative Background _x000D_ 1.1 Financial Markets and Instruments _x000D_ 1.1.1 Derivative Instruments _x000D_ 1.1.2 Underlying Securities _x000D_ 1.1.3 Markets _x000D_ 1.1.4 Types of Traders _x000D_ 1.1.5 Modeling Assumptions _x000D_ 1.2 Arbitrage_x000D_ 1.3 Arbitrage Relationships _x000D_ 1.3.1 Fundamental Determinants of Option Values _x000D_ 1.3.2 Arbitrage Bounds _x000D_ 1.4 Single-period Market Models _x000D_ 1.4.1 A Fundamental Example _x000D_ 1.4.2 A Single-period Model _x000D_ 1.4.3 A Few Financial-economic Considerations _x000D_ Exercises 2. Probability Background _x000D_ 2.1 Measure _x000D_ 2.2 Integral _x000D_ 2.3 Probability _x000D_ 2.4 Equivalent Measures and Radon-Nikodym Derivatives _x000D_ 2.5 Conditional Expectation_x000D_ 2.6 Modes of Convergence _x000D_ 2.7 Convolution and Characteristic Functions _x000D_ 2.8 The Central Limit Theorem _x000D_ 2.9 Asset Return Distributions _x000D_ 2.10 In.nite Divisibility and the Levy-Khintchine Formula _x000D_ 2.11 Elliptically Contoured Distributions_x000D_ 2.12 Hyberbolic Distributions _x000D_ Exercises 3. Stochastic Processes in Discrete Time _x000D_ 3.1 Information and Filtrations _x000D_ 3.2 Discrete-parameter Stochastic Processes _x000D_ 3.3 De.nition and Basic Properties of Martingales _x000D_ 3.4 Martingale Transforms _x000D_ 3.5 Stopping Times and Optional Stopping_x000D_ 3.6 The Snell Envelope and Optimal Stopping _x000D_ 3.7 Spaces of Martingales _x000D_ 3.8 Markov Chains _x000D_ Exercises 4. Mathematical Finance in Discrete Time _x000D_ 4.1 The Model _x000D_ 4.2 Existence of Equivalent Martingale Measures_x000D_ 4.2.1 The No-arbitrage Condition _x000D_ 4.2.2 Risk-Neutral Pricing _x000D_ 4.3 Complete Markets: Uniqueness of EMMs _x000D_ 4.4 The Fundamental Theorem of Asset Pricing: Risk-Neutral Valuation_x000D_ 4.5 The Cox-Ross-Rubinstein Model _x000D_ 4.5.1 Model Structure_x000D_ 4.5.2 Risk-neutral Pricing _x000D_ 4.5.3 Hedging _x000D_ 4.6 Binomial Approximations_x000D_ 4.6.1 Model Structure_x000D_ 4.6.2 The Black-Scholes Option Pricing Formula _x000D_ 4.6.3 Further Limiting Models_x000D_ 4.7 American Options _x000D_ 4.7.1 Theory_x000D_ 4.7.2 American Options in the CRR Model _x000D_ 4.8 Further Contingent Claim Valuation in Discrete Time _x000D_ 4.8.1 Barrier Options _x000D_ 4.8.2 Lookback Options _x000D_ 4.8.3 A Three-period Example _x000D_ 4.9 Multifactor Models _x000D_ 4.9.1 Extended Binomial Model _x000D_ 4.9.2 Multinomial Models _x000D_ Exercises 5. Stochastic Processes in Continuous Time _x000D_ 5.1 Filtrations; Finite-dimensional Distributions _x000D_ 5.2 Classes of Processes _x000D_ 5.2.1 Martingales _x000D_ 5.2.2 Gaussian Processes _x000D_ 5.2.3 Markov Processes _x000D_ 5.2.4 Diffusions _x000D_ 5.3 Brownian Motion _x000D_ 5.3.1 Definition and Existence _x000D_ 5.3.2 Quadratic Variation of Brownian Motion _x000D_ 5.3.3 Properties of Brownian Motion_x000D_ 5.3.4 Brownian Motion in Stochastic Modeling _x000D_ 5.4 Point Processes _x000D_ 5.4.1 Exponential Distribution _x000D_ 5.4.2 The Poisson Process _x000D_ 5.4.3 Compound Poisson Processes _x000D_ 5.4.4 Renewal Processes _x000D_ 5.5 Levy Processes _x000D_ 5.5.1 Distributions _x000D_ 5.5.2 Levy Processes _x000D_ 5.5.3 Levy Processes and the Levy-Khintchine Formula_x000D_ 5.6 Stochastic Integrals; Ito Calculus _x000D_ 5.6.1 Stochastic Integration_x000D_ 5.6.2 Ito's Lemma _x000D_ 5.6.3 Geometric Brownian Motion _x000D_ 5.7 Stochastic Calculus for Black-Scholes Models_x000D_ 5.8 Stochastic Differential Equations _x000D_ 5.9 Likelihood Estimation for Diffusions _x000D_ 5.10 Martingales, Local Martingales and Semi-martingales _x000D_ 5.10.1 Definitions _x000D_ 5.10.2 Semi-martingale Calculus_x000D_ 5.10.3 Stochastic Exponentials _x000D_ 5.10.4 Semi-martingale Characteristics _x000D_ 5.11 Weak Convergence of Stochastic Processes _x000D_ 5.11.1 The Spaces Cd and Dd _x000D_ 5.11.2 Definition and Motivation _x000D_ 5.11.3 Basic Theorems of Weak Convergence _x000D_ 5.11.4 Weak Convergence Results for Stochastic Integrals_x000D_ Exercises 6. Mathematical Finance in Continuous Time _x000D_ 6.1 Continuous-time Financial Market Models _x000D_ 6.1.1 The Financial Market Model _x000D_ 6.1.2 Equivalent Martingale Measures _x000D_ 6.1.3 Risk-neutral Pricing _x000D_ 6.1.4 Changes of Numeraire_x000D_