Probability and finance theory
第一著者: | |
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Resource Type: | 図書 |
言語: | English |
出版事項: |
Singapore Hackensack, NJ
World Scientific Publishing Co. Pte. Ltd
[2016]
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主題: |
目次:
- 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.