Probability and finance theory
Kian Guan Lim
| Year of publication: |
2011
|
|---|---|
| Authors: | Lim, Kian-Guan |
| Publisher: |
New Jersey [u.a.] : World Scientific |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Finanzmathematik | Finanztheorie |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIII, 390 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 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. |
| ISBN: | 981-4307-93-9 ; 978-981-4307-93-2 ; 978-981-4307-93-2 ; 981-4307-93-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009233245