Probability and finance theory
By: by Kian Guan Lim
Publisher: World Scientific
Published: 2011
Place of publication: New Jersey
Language: eng
ISBN-13: 9789814307932
Subjects: Probabilities; Mathematical models; Finance
Notes: Includes index.
Table of contents: title: Probability distributions; title: Conditional probability; title: Laws of probability; title: Theory of risk and utility; title: State price and risk-neutral probability; title: Single period asset pricing models; title: Stochastic processes and martingales; title: Dynamic programming and multi-period asset pricing; title: Continuous-time option pricing; title: Hedging and more option pricing; title: Theory of markov chains and credit markets; title: Interest rate modelling and derivatives.