ISBN/ISSN |
9789814641920 (hbk.) : NT2655 9814641928 (hbk.)
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Probability and finance theory / Kian Guan Lim.
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資料類別 |
圖書 |
作者 |
Lim, Kian Guan.
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出版者 |
World Scientific Publishing Co. Pte. Ltd.,
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出版年 |
c2016. |
版本項 |
2nd ed.
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稽核項 |
xvii, 515 p. : ill. ; 24 cm.
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分類號 |
HG106
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語文別 |
eng |
標題 |
1、Finance、Mathematical models.
2、Probabilities.
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附註 |
Revised edition of the author's Probability and finance theory, 2011.
Includes index.
Includes bibliographical references and index.
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内容註 |
Preface -- 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.
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摘要 |
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. The integrated coverage of both basic probability theory and finance theory makes this book useful reading for advanced undergraduate students or for first-year postgraduate students in a quantitative finance course.The book provides easy and quick access to the field of theoretical finance by linking the study of applied probability and its applications to finance theory all in one place. The coverage is carefully selected to include most of the key ideas in finance in the last 50 years.The book will also serve as a handy guide for applied mathematicians and probabilists to easily access the important topics in finance theory and economics.
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本館相似書目還有以下
相似度
100%
75%
50%
25%
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學科分佈: |
企業管理系 行銷管理系 金融管理系(所) 會展行銷與活動管理系 會展管理與貿易行銷碩士學位學程 經營管理研究所 管理學院 管理學群專書
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