Probability and finance theory - Lim, Kian Guan. 4 0 16; 5 (New Jersey : World Scientific Publishing, 2011)
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.
Includes bibliographical references and index.
Professional.
Keywords: 2 -- 0; 6; Mathematical models. -- Finance;Probabilities. -- 20; 20; 2