Probability and finance theory / Kian Guan Lim. 6
By: Lim, Kian Guan. 4 0 16 [, ] | [, ] |
Contributor(s): 5 6 [] |
Language: Unknown language code Summary language: Unknown language code Original language: Unknown language code Series: ; New Jersey : World Scientific Publishing, ©2011.;copyright 2011.46Edition: Description: 24 cm. xiii, 390 pagesContent type: text Media type: unmediated Carrier type: volumeISBN: 9789814307932 (hardcover)ISSN: 2Other title: 6 []Uniform titles: | | Subject(s): -- 2 -- 0 -- -- | -- 2 -- 0 -- 6 -- | 2 0 -- | -- -- 20 -- | | -- -- Mathematical models. Finance;Probabilities. -- -- 20 -- | -- -- -- 20 -- --Genre/Form: -- 2 -- Additional physical formats: DDC classification: | 332.015192 L628p 2011 LOC classification: | HG106 | .L558 20112Other classification:| Item type | Current location | Home library | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
| Book | PLM | PLM Graduate School Library | Graduate School-Circulating | HG 106 .L56 2011 (Browse shelf) | Available | G35347 |
Browsing PLM Shelves , Shelving location: Graduate School Library , Collection code: Graduate School-Circulating Close shelf browser
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| HF 5821 .R67 1997 Advertising communications & promotion management / | HF 5823 .W45 2001 Advertising : principles & practice / | HF 5827 .G74 1992 Cases in advertising and communications management / | HG 106 .L56 2011 Probability and finance theory / | HG 173 .C67 2012 Finance / | HG 173 .C67 2012 Finance / | HG 173 .C67 2012 Finance / |
56
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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