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Lim, Kian Guan. 4 0

Probability and finance theory / 6 6 Kian Guan Lim. - - - xiii, 390 pages 24 cm. - - - - - . - . - 0 . - . - 0 .



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.

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Professional.











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ISBN: 9789814307932 (hardcover)

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LC Class. No.: HG106 / .L558 20112

Dewey Class. No.: 332.015192 L628p 2011 / 222

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