| 000 | 01795cam a22003255a 4500 | ||
|---|---|---|---|
| 001 | 18725001 | ||
| 005 | 20161020155156.0 | ||
| 008 | 150731s2016 si a fr 001 0 eng d | ||
| 010 | _a 2015030121 | ||
| 020 | _a9789814641920 (hardcover : alk. paper) | ||
| 020 | _a9814641928 (hardcover : alk. paper) | ||
| 040 |
_aDLC _beng _cDLC _dEG-ScBUE |
||
| 042 | _apcc | ||
| 082 | 0 | 4 |
_222 _a332.015192 _bLIM |
| 100 | 1 |
_aLim, Kian Guan‏. _941593 |
|
| 245 | 1 | 0 |
_aProbability and finance theory / _cKian Guan Lim. |
| 250 | _a2nd ed. | ||
| 260 |
_aSingapore : _bWorld Scientific Publishing Co. Pte. Ltd., _c2016. |
||
| 300 |
_axvii, 515 p. : _bill. ; _c24 cm. |
||
| 500 | _aRevised edition of the author's Probability and finance theory, 2011. | ||
| 500 | _aIndex : p. 511-515. | ||
| 505 | 0 | _aProbability 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. | |
| 520 | _aThis 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 | ||
| 590 | _aWessam | ||
| 650 | 7 |
_aFinance _xMathematical models. _2BUEsh _922542 |
|
| 650 | 7 |
_aProbabilities. _2BUEsh _93494 |
|
| 651 | _2BUEsh | ||
| 653 | _bBUSADM | ||
| 942 |
_2ddc _e22 _k332.015192 LIM |
||
| 999 |
_c22763 _d22735 |
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