Probability and finance theory
Auteur :
Lim, Kian Guan
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814307932
Date de publication :
26 mai 2011
Langue :
Anglais
Pays d'origine :
Singapour
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.