Probability and Finance Theory (PDF)
(Sprache: Englisch)
This book provides a basic grounding in the use of probability to model random financial phenomena of uncertainty, and is targeted at an advanced undergraduate and graduate level. It should appeal to finance students looking for a firm theoretical guide to...
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Produktinformationen zu „Probability and Finance Theory (PDF)“
This book provides a basic grounding in the use of probability to model random financial phenomena of uncertainty, and is targeted at an advanced undergraduate and graduate level. It should appeal to finance students looking for a firm theoretical guide to the deep end of derivatives and investments. Bankers and finance professionals in the fields of investments, derivatives, and risk management should also find the book useful in bringing probability and finance together.The book contains applications of both discrete time theory and continuous time mathematics, and is extensive in scope. Distribution theory, conditional probability, and conditional expectation are covered comprehensively, and applications to modeling state space securities under market equilibrium are made. Martingale is studied, leading to consideration of equivalent martingale measures, fundamental theorems of asset pricing, change of numeraire and discounting, risk-adjusted and forward-neutral measures,...
Autoren-Porträt von Kian Guan Lim
Kian Guan Lim received his doctorate from Stanford University in 1986 and works in the field of risk management and financial asset pricing. He is Professor of Quantitative Finance in the Business School at Singapore Management University (SMU) and Adjunct Professor in the Mathematics Department of the National University of Singapore (NUS). Prior to joining SMU, Kian Guan was at NUS and founded the University Center for Financial Engineering. He also started the Master of Science program in Financial Engineering. He has been a consultant for several banks in risk validation and valuation. He was a reservist captain in the Singapore Armed Forces and had served in administrative positions at SMU and NUS over many years.
Bibliographische Angaben
- Autor: Kian Guan Lim
- 2011, Englisch
- ISBN-10: 9814307947
- ISBN-13: 9789814307949
- Erscheinungsdatum: 26.05.2011
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- Dateiformat: PDF
- Größe: 7.63 MB
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Sprache:
Englisch
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