Probability and finance theory /

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Lim, Kian Guan
التنسيق: Printed Book
اللغة:English
منشور في: New Jersey : World Scientific, c2011.
الموضوعات:
Finance > Mathematical models.
Probabilities.
جدول المحتويات:
  • 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.

مواد مشابهة