Probability and finance theory /
Lim, Kian Guan.
Probability and finance theory / Kian Guan Lim. - 2nd ed. - Singapore : World Scientific Publishing Co. Pte. Ltd., 2016. - xvii, 515 p. : ill. ; 24 cm.
Revised edition of the author's Probability and finance theory, 2011. Index : p. 511-515.
Probability distributions -- Conditional probability -- Laws of probability -- Theory of risk and utility -- State price and risk-neutral probability -- Single period asset pricing models -- Stochastic processes and martingales -- Dynamic programming and multi-period asset pricing -- Continuous-time asset pricing model -- Continuous-time option pricing -- Hedging and more option pricing -- Brownian motion and technical trading -- Theory of markov chains and credit markets -- Interest rate modeling and derivatives -- Risk measures.
This book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the context of finance theory and applications
9789814641920 (hardcover : alk. paper) 9814641928 (hardcover : alk. paper)
2015030121
Finance--Mathematical models.
Probabilities.
332.015192 / LIM
Probability and finance theory / Kian Guan Lim. - 2nd ed. - Singapore : World Scientific Publishing Co. Pte. Ltd., 2016. - xvii, 515 p. : ill. ; 24 cm.
Revised edition of the author's Probability and finance theory, 2011. Index : p. 511-515.
Probability distributions -- Conditional probability -- Laws of probability -- Theory of risk and utility -- State price and risk-neutral probability -- Single period asset pricing models -- Stochastic processes and martingales -- Dynamic programming and multi-period asset pricing -- Continuous-time asset pricing model -- Continuous-time option pricing -- Hedging and more option pricing -- Brownian motion and technical trading -- Theory of markov chains and credit markets -- Interest rate modeling and derivatives -- Risk measures.
This book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the context of finance theory and applications
9789814641920 (hardcover : alk. paper) 9814641928 (hardcover : alk. paper)
2015030121
Finance--Mathematical models.
Probabilities.
332.015192 / LIM