000 01928nam a22002177a 4500
005 20241116170347.0
008 241111b |||||||| |||| 00| 0 eng d
020 _a9780000991805
082 _a519.2
_bLIM
100 _aLim, Kian Guan
_94642
245 _aProbability and finance theory
250 _a2nd
260 _bWorld Scientific Publishing
_aSingapore
_c2024
300 _axvii, 515 p.
365 _aINR
_b1595.00
520 _aThis book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the context of finance theory and applications. The integrated coverage of both basic probability theory and finance theory makes this book useful reading for advanced undergraduate students or for first-year postgraduate students in a quantitative finance course. The book provides easy and quick access to the field of theoretical finance by linking the study of applied probability and its applications to finance theory all in one place. The coverage is carefully selected to include most of the key ideas in finance in the last 50 years. The book will also serve as a handy guide for applied mathematicians and probabilists to easily access the important topics in finance theory and economics. In addition, it will also be a handy book for financial economists to learn some of the more mathematical and rigorous techniques so their understanding of theory is more rigorous. It is a must read for advanced undergraduate and graduate students who wish to work in the quantitative finance area. (https://www.worldscientific.com/worldscibooks/10.1142/9437?srsltid=AfmBOorkjr_I_GuhmSChr-jEMWK8DpWTPNe0j2aXzme48FieRyx0DZLL#t=aboutBook)
650 _aInvestments -- Mathematics
650 _aProbability and Statistics
_918626
650 _aStatistical decision
942 _cBK
_2ddc
999 _c7723
_d7723