Probability and Finance Theory

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. This book contains applications of both discrete time theory and continuous time mathematics, and is extensive in scope.

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Bibliographic Details
Main Author: LIM, Kian Guan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
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Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3174
https://worldcat.org/isbn/9789814307932
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Institution: Singapore Management University
Language: English
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spelling sg-smu-ink.lkcsb_research-41732016-03-03T14:54:35Z Probability and Finance Theory LIM, Kian Guan 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. This book contains applications of both discrete time theory and continuous time mathematics, and is extensive in scope. 2011-03-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/3174 info:doi/10.1142/7781 https://worldcat.org/isbn/9789814307932 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Finance Mathematical models probabilities Finance Statistics and Probability
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Finance
Mathematical models
probabilities
Finance
Statistics and Probability
spellingShingle Finance
Mathematical models
probabilities
Finance
Statistics and Probability
LIM, Kian Guan
Probability and Finance Theory
description 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. This book contains applications of both discrete time theory and continuous time mathematics, and is extensive in scope.
format text
author LIM, Kian Guan
author_facet LIM, Kian Guan
author_sort LIM, Kian Guan
title Probability and Finance Theory
title_short Probability and Finance Theory
title_full Probability and Finance Theory
title_fullStr Probability and Finance Theory
title_full_unstemmed Probability and Finance Theory
title_sort probability and finance theory
publisher Institutional Knowledge at Singapore Management University
publishDate 2011
url https://ink.library.smu.edu.sg/lkcsb_research/3174
https://worldcat.org/isbn/9789814307932
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