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