书目详细信息
： Probability and finance theory /
书目信息 机读格式(MARC)
| ISBN： | 9789814307932 |
|---|---|
| ISBN： | 9814307939 |
| 编目源： | DLC DLC YDX BTCTA YDXCP BWX DLC |
| 个人名称： | Lim, Kian Guan. |
| 题名： | Probability and finance theory / Kian Guan Lim. |
| 索书号： | F830/L732E |
| 出版发行项： | New Jersey : World Scientific, c2011. |
| 载体形态： | xiii, 390 p. : ill. ; 24 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |