Probability and Finance Theory

Author

Kian Guan LIM, Singapore Management UniversityFollow

Publication Type

Book

Publication Date

3-2011

Abstract

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.

Keywords

Finance, Mathematical models, probabilities

Discipline

Finance | Statistics and Probability

Research Areas

Quantitative Finance

ISBN

9789814307932

Identifier

10.1142/7781

Publisher

World Scientific

City or Country

Singapore

Citation

LIM, Kian Guan. Probability and Finance Theory. (2011).
Available at: https://ink.library.smu.edu.sg/lkcsb_research/3174

Additional URL

https://worldcat.org/isbn/9789814307932