Probability and finance theory / Kian Guan Lim.
Material type:
TextPublication details: Singapore : World Scientific Publishing Co. Pte. Ltd., 2016.Edition: 2nd edDescription: xvii, 515 p. : ill. ; 24 cmISBN: - 9789814641920 (hardcover : alk. paper)
- 9814641928 (hardcover : alk. paper)
- 22 332.015192 LIM
| Item type | Current library | Collection | Call number | Vol info | Status | Date due | Barcode | Item holds |
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Central Library First floor | Baccah | 332.015192 LIM (Browse shelf(Opens below)) | 25846 | Available | 000033949 |
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| 332.0151 NUM Numerical methods in finance / | 332.0151 NUM Numerical methods in finance / | 332.015118 FRA Nonlinear time series models in empirical finance / | 332.015192 LIM Probability and finance theory / | 332.015193 ZEN Financial optimization / | 332.015195 BLY An introduction to quantitative finance / | 332.015195 BRO Introductory econometrics for finance / |
Revised edition of the author's Probability and finance theory, 2011.
Index : p. 511-515.
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.
This 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
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