Probability And Finance Theory
portes grátis
Probability And Finance Theory
Lim, Kian Guan (S'pore Management Univ, S'pore)
World Scientific Publishing Co Pte Ltd
11/2015
536
Dura
Inglês
9789814641920
15 a 20 dias
This book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the context of finance theory and applications.
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; Brownian Motion and Technical Trading; Dynamic Programming and Multi-period Asset Pricing; Continuous-Time Optimization and Asset Pricing; Continuous-Time Option Pricing; Hedging and More Option Pricing; Implied Risk-Neutral Moments and Distributions; Theory of Markov Chains and Credit Markets; Interest Rate Modelling and Derivatives;
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
This book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the context of finance theory and applications.
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; Brownian Motion and Technical Trading; Dynamic Programming and Multi-period Asset Pricing; Continuous-Time Optimization and Asset Pricing; Continuous-Time Option Pricing; Hedging and More Option Pricing; Implied Risk-Neutral Moments and Distributions; Theory of Markov Chains and Credit Markets; Interest Rate Modelling and Derivatives;
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
