TY  - BOOK
AU  - Lim, Kian Guan.
AU  - 
ED  - 
ED  - 
ED  - 
ED  - 
SN  - 9789814307932 (hardcover)
SN  - 2
PY  - 2011///.;copyright 2011.46
CY  - New Jersey
PB  - World Scientific Publishing
KW  - 
KW  - 2
KW  - 0
KW  - 6
KW  - 20
KW  - Mathematical models
KW  - Finance;Probabilities
N1  - 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; 5; Professional
ER  -