Probability And Finance Theory

Probability And Finance Theory

Lim, Kian Guan

World Scientific Publishing Co Pte Ltd

11/2015

536

Dura

Inglês

9789814641920

15 a 20 dias

Descrição não disponível.
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;
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Quantitative Finance, Mathematical Finance, Finance Theory, Applied Probability, Asset Pricing, Financial Modeling