ISBN: | 9789814641920 (hbk.) |
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ISBN: | 9814641928 |
语种代码: | eng |
个人名称: | Lim, Kian Guan., |
题名: | Probability and finance theory / Kian Guan Lim, Singapore Management University, Singapore. |
版本说明: | 2nd Edition. |
出版发行项: | Hackensack, NJ : World Scientific, c2016 |
载体形态: | xvii, 515 p : illustrations ; 24 cm |
一般附注: | Revised edition of the author's Probability and finance theory, 2011. |
书目附注: | Includes bibliographical references and index. |
格式化内容附注: | Preface -- From the first edition -- 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 -- Appendix -- Index. |