Language:
English
繁體中文
Help
Login
Back
Switch To:
Labeled
|
MARC Mode
|
ISBD
Probability and finance theory /
~
Lim, Kian Guan.
Probability and finance theory /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Probability and finance theory // Kian Guan Lim.
Author:
Lim, Kian Guan.
Published:
New Jersey :World Scientific, : c2011.,
Description:
xiii, 390 p. :ill. ; : 24 cm.;
Subject:
Finance - Mathematical models. -
ISBN:
9789814307932 (cloth) :
Probability and finance theory /
Lim, Kian Guan.
Probability and finance theory /
Kian Guan Lim. - New Jersey :World Scientific,c2011. - xiii, 390 p. :ill. ;24 cm.
Includes bibliographical references and index.
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 option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.
ISBN: 9789814307932 (cloth) :NT2695
LCCN: 2011015845Subjects--Topical Terms:
557653
Finance
--Mathematical models.
LC Class. No.: HG106 / .L558 2011
Dewey Class. No.: 332.01/5192
Probability and finance theory /
LDR
:01114cam a2200229 a 4500
001
709783
005
20120817151459.0
008
120907s2011 njua b 001 0 eng
010
$a
2011015845
020
$a
9789814307932 (cloth) :
$c
NT2695
020
$a
9814307939 (cloth)
035
$a
(OCoLC)ocn587219910
035
$a
2011015845
040
$a
DLC
$c
DLC
$d
YDX
$d
BTCTA
$d
YDXCP
$d
BWX
$d
DLC
041
0
$a
eng
042
$a
pcc
050
0 0
$a
HG106
$b
.L558 2011
082
0 0
$a
332.01/5192
$2
22
100
1
$a
Lim, Kian Guan.
$3
839280
245
1 0
$a
Probability and finance theory /
$c
Kian Guan Lim.
260
$a
New Jersey :
$c
c2011.
$b
World Scientific,
300
$a
xiii, 390 p. :
$b
ill. ;
$c
24 cm.
504
$a
Includes bibliographical references and index.
505
0
$a
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 option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.
650
0
$a
Finance
$x
Mathematical models.
$3
557653
650
0
$a
Probabilities.
$3
527847
based on 0 review(s)
ALL
圖書館3F 書庫
Items
1 records • Pages 1 •
1
Inventory Number
Location Name
Item Class
Material type
Call number
Usage Class
Loan Status
No. of reservations
Opac note
Attachments
E037222
圖書館3F 書庫
一般圖書(BOOK)
一般圖書
332.015192 L732 2011
一般使用(Normal)
On shelf
0
Reserve
1 records • Pages 1 •
1
Reviews
Add a review
and share your thoughts with other readers
Export
pickup library
Processing
...
Change password
Login