01795cam a22003255a 4500 18725001 20161020155156.0 150731s2016 si a fr 001 0 eng d 2015030121 9789814641920 (hardcover : alk. paper) 9814641928 (hardcover : alk. paper) DLC eng DLC EG-ScBUE pcc 22 332.015192 LIM Lim, Kian Guan‏. 41593 Probability and finance theory / Kian Guan Lim. 2nd ed. Singapore : World Scientific Publishing Co. Pte. Ltd., 2016. xvii, 515 p. : ill. ; 24 cm. Revised edition of the author's Probability and finance theory, 2011. Index : p. 511-515. 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. 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 Wessam Finance Mathematical models. BUEsh 22542 Probabilities. BUEsh 3494 BUEsh BUSADM ddc 22 332.015192 LIM 22763 22735 0 0 ddc 0 0 Baccah MAIN MAIN 1ST 2016-10-20 Purchase 975.00 25846 1 1 332.015192 LIM 000033949 2025-07-15 00:00:00 2022-02-07 1218.75 BB