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