Probability and finance theory / Kian Guan Lim.
By: Lim, Kian Guan.
New Jersey : World Scientific, c2011Description: xiii, 390 p. : ill. ; 24 cm.ISBN: 9789814307932.Subject(s): Finance -- Mathematical models | ProbabilitiesGenre/Form: Print books.DDC classification: 332.01/5192| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG106 .L558 2011 (Browse shelf) | Available | AU0000000002632 |
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| HG106 .D38 2014 Quantitative finance : a simulation-based introduction using Excel / | HG106 .D54 2015 Financial and macroeconomic connectedness : a network approach to measurement and monitoring / | HG106 .L557 2011 Financial valuation and econometrics / | HG106 .L558 2011 Probability and finance theory / | HG106 .R45 2010 Introduction to quantitative finance : a math tool kit / | HG106 .R86 2017 Analytical finance. the mathematics of equity derivatives, markets, risk and valuation / | HG106 .S57 2004 STOCHASTIC CALCULUS FOR FINANCE I: THE BINOMIAL ASSET PRICING MODEL |
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.