Probability and finance theory

Kian Guan Lim

Preface -- From the first edition -- 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 asset pricing model -- Continuous-time option pricing -- Hedging and more option pricing -- Brownian motion and technical trading -- Theory of markov chains and credit markets -- Interest rate modeling and derivatives -- Risk measures -- Appendix -- Index

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Year of publication:	2015 ; 2. edition
Authors:	Lim, Kian-Guan
Publisher:	Singapore [u.a.] : World Scientific
Subject:	Wahrscheinlichkeitsrechnung \| Probability theory \| Mathematische Optimierung \| Mathematical programming \| Portfolio-Management \| Portfolio selection \| CAPM \| Finanzmathematik \| Mathematical finance \| Theorie \| Theory \| Wahrscheinlichkeitstheorie
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

Extent:	XVII, 515 S. graph. Darst.
Type of publication:	Book / Working Paper
Language:	English
Notes:	PrefaceFrom the first edition -- 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 asset pricing model -- Continuous-time option pricing -- Hedging and more option pricing -- Brownian motion and technical trading -- Theory of markov chains and credit markets -- Interest rate modeling and derivatives -- Risk measures -- Appendix -- Index.
ISBN:	978-981-4641-92-0
Classification:	Methoden und Techniken der Volkswirtschaft ; Methoden und Techniken der Betriebswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011406429