MARC Record from Library of Congress

LEADER: 01595cam a22003258i 4500
001 2015030121
003 DLC
005 20151218083353.0
008 150731s2015 nju 001 0 eng
010 $a 2015030121
020 $a9789814641920 (hardcover : alk. paper)
020 $a9814641928 (hardcover : alk. paper)
040 $aDLC$beng$cDLC$erda
042 $apcc
050 00 $aHG106$b.L558 2015
082 00 $a332.01/5192$223
100 1 $aLim, Kian Guan.
245 10 $aProbability and finance theory /$cKian Guan Lim, Singapore Management University, Singapore.
250 $aSecond Edition.
263 $a1601
264 1 $aHackensack, NJ :$bWorld Scientific,$c2015.
300 $apages cm
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
500 $aRevised edition of the author's Probability and finance theory, 2011.
500 $aIncludes index.
505 0 $aPreface -- 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.
650 0 $aFinance$xMathematical models.
650 0 $aProbabilities.