Probability and finance theory:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey
World Scientific
[2016]
|
| Ausgabe: | Second edition |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes index |
| Beschreibung: | xvii, 515 Seiten Diagramme |
| ISBN: | 9789814641920 |
Internformat
MARC
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| 100 | 1 | |a Lim, Kian-Guan |e Verfasser |0 (DE-588)170711803 |4 aut | |
| 245 | 1 | 0 | |a Probability and finance theory |c Kian Guan Lim, Singapore Management University, Singapore |
| 250 | |a Second edition | ||
| 264 | 1 | |a New Jersey |b World Scientific |c [2016] | |
| 264 | 4 | |c © 2016 | |
| 300 | |a xvii, 515 Seiten |b Diagramme | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes index | ||
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Probabilities | |
| 650 | 4 | |a Mathematisches Modell | |
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Datensatz im Suchindex
| _version_ | 1804175737307004928 |
|---|---|
| adam_text | vii
Contents
Preface to the Second Edition ix
Preface to the First Edition xi
From the First Edition XV
About the Author xvii
Chapter 1: Probability Distributions 1
Chapter 2: Conditional Probability 27
Chapter 3: Laws of Probability 55
Chapter 4: Theory of Risk and Utility 81
Chapter 5: State Price and Risk-Neutral Probability 105
Chapter 6: Single Period Asset Pricing Models 127
Chapter 7: Stochastic Processes and Martingales 147
Chapter 8: Dynamic Programming and Multi-period
Asset Pricing 185
Chapter 9: Continuous-Time Asset Pricing Model 223
Chapter 10: Continuous-Time Option Pricing 241
Chapter 11: Hedging and More Option Pricing 273
Chapter 12: Brownian Motion and Technical Trading 317
Chapter 13: Theory of Markov Chains and
Credit Markets 345
Chapter 14: Interest Rate Modeling and Derivatives 375
Chapter 15: Risk Measures 419
Appendix 469
Index 511
|
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/5192 |
| dewey-search | 332.01/5192 |
| dewey-sort | 3332.01 45192 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | Second edition |
| format | Book |
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| id | DE-604.BV043227586 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:21:02Z |
| institution | BVB |
| isbn | 9789814641920 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028650285 |
| oclc_num | 952068588 |
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| owner_facet | DE-355 DE-BY-UBR DE-11 DE-634 DE-91G DE-BY-TUM |
| physical | xvii, 515 Seiten Diagramme |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Lim, Kian-Guan Verfasser (DE-588)170711803 aut Probability and finance theory Kian Guan Lim, Singapore Management University, Singapore Second edition New Jersey World Scientific [2016] © 2016 xvii, 515 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Includes index 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 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028650285&sequence=000001&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, Singapore Management University, Singapore |
| title_fullStr | Probability and finance theory Kian Guan Lim, Singapore Management University, Singapore |
| title_full_unstemmed | Probability and finance theory Kian Guan Lim, Singapore Management University, Singapore |
| 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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