Probability and finance theory:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Jersey [u.a.]
World Scientific
2011
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes 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 |
| Physical Description: | XIII, 390 S. graph. Darst. |
| ISBN: | 9789814307932 9814307939 |
Staff View
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| 300 | |a XIII, 390 S. |b graph. Darst. | ||
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| 500 | |a 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 | ||
| 650 | 4 | |a Finance / Mathematical models | |
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Record in the Search Index
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|---|---|
| adam_text | Titel: Probability and finance theory
Autor: Lim, Kian Guan
Jahr: 2011
CONTENTS
Preface vii
About the Author xi
Chapter 1: Probability Distributions 1
Chapter 2: Conditional Probability 25
Chapter 3: Laws of Probability 51
Chapter 4: Theory of Risk and Utility 77
Chapter 5: State Price and Risk-Neutral Probability 99
Chapter 6: Single Period Asset Pricing Models 119
Chapter 7: Stochastic Processes and Martingales 137
Chapter 8: Dynamic Programming and Multi-period Asset Pricing 173
Chapter 9: Continuous-Time Option Pricing 209
Chapter 10: Hedging and More Option Pricing 241
Chapter 11: Theory of Markov Chains and Credit Markets 281
Chapter 12: Interest Rate Modelling and Derivatives 311
Appendix 355
Index 385
|
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| dewey-full | 332.01/5192 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| dewey-search | 332.01/5192 |
| dewey-sort | 3332.01 45192 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV037368165 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:22:47Z |
| institution | BVB |
| isbn | 9789814307932 9814307939 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-022521568 |
| oclc_num | 587219910 |
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| owner_facet | DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-824 DE-521 |
| physical | XIII, 390 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Lim, Kian-Guan Verfasser (DE-588)170711803 aut Probability and finance theory Kian Guan Lim New Jersey [u.a.] World Scientific 2011 XIII, 390 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes 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 Finance / Mathematical models Probabilities Mathematisches Modell Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Finanzmathematik (DE-588)4017195-4 s b DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022521568&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lim, Kian-Guan Probability and finance theory Finance / Mathematical models Probabilities Mathematisches Modell Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4079013-7 (DE-588)4017195-4 |
| title | Probability and finance theory |
| title_auth | Probability and finance theory |
| title_exact_search | Probability and finance theory |
| title_full | Probability and finance theory Kian Guan Lim |
| title_fullStr | Probability and finance theory Kian Guan Lim |
| title_full_unstemmed | Probability and finance theory Kian Guan Lim |
| title_short | Probability and finance theory |
| title_sort | probability and finance theory |
| topic | Finance / Mathematical models Probabilities Mathematisches Modell Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finance / Mathematical models Probabilities Mathematisches Modell Wahrscheinlichkeitstheorie Finanzmathematik |
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