Probability and finance theory / Kian Guan Lim.
Material type: TextPublisher: New Jersey : World Scientific, [2011]Copyright date: ©2011Description: xiii, 390 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 9814307939
- 9789814307932
- 332.015192 22
- HG106 .L558 2011
Contents:
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 option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.015192 LIM (Browse shelf(Opens below)) | 1 | Available | A509719B |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
332.01513 ROM Introduction to the mathematics of finance : arbitrage and option pricing / | 332.01513 WIL Introduction to the mathematics of finance / | 332.01519 DIN Probability theory in finance : a mathematical guide to the Black-Scholes formula / | 332.015192 LIM Probability and finance theory / | 332.0151922 SHR Stochastic calculus for finance / | 332.0151922 SHR Stochastic calculus for finance / | 332.0151922 SHR Stochastic calculus for finance / |
Includes bibliographical references and index.
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 option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.
Machine converted from AACR2 source record.
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