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Probability and finance theory

Probability and finance theory (Loan 4 times)

Material type
단행본
Personal Author
Lim, Kian Guan.
Title Statement
Probability and finance theory / Kian Guan Lim.
Publication, Distribution, etc
Hackensack, New Jersey :   World Scientific,   c2011.  
Physical Medium
xiii, 390 p. : ill. ; 24 cm.
ISBN
9789814307932 9814307939
Content 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.
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models. Probabilities.
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001 000045752730
005 20130527224637
008 130527s2011 njua b 001 0 eng
010 ▼a 2011015845
020 ▼a 9789814307932
020 ▼a 9814307939
035 ▼a (KERIS)REF000016454120
040 ▼a DLC ▼c DLC ▼d YDX ▼d BTCTA ▼d YDXCP ▼d BWX ▼d DLC ▼d 211009
050 0 0 ▼a HG106 ▼b .L558 2011
082 0 0 ▼a 332.01/5192 ▼2 23
084 ▼a 332.015192 ▼2 DDCK
090 ▼a 332.015192 ▼b L732p
100 1 ▼a Lim, Kian Guan.
245 1 0 ▼a Probability and finance theory / ▼c Kian Guan Lim.
260 ▼a Hackensack, New Jersey : ▼b World Scientific, ▼c c2011.
300 ▼a xiii, 390 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
505 0 0 ▼t Probability distributions -- ▼t Conditional probability -- ▼t Laws of probability -- ▼t Theory of risk and utility -- ▼t State price and risk-neutral probability -- ▼t Single period asset pricing models -- ▼t Stochastic processes and martingales -- ▼t Dynamic programming and multi-period asset pricing -- ▼t Continuous-time option pricing -- ▼t Hedging and more option pricing -- ▼t Theory of markov chains and credit markets -- ▼t Interest rate modelling and derivatives.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Probabilities.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.015192 L732p Accession No. 121225443 Availability Available Due Date Make a Reservation Service B M

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