Probability And Finance Theory (Second Edition): 2nd Edition - Hardcover

Lim Kian Guan

Hardcover

ISBN 10: 9814641928 ISBN 13: 9789814641920

Publisher: World Scientific Publishing Company, 2015

Synopsis

This 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.

About this edition

• Publisher: World Scientific Publishing Company
• Publication date: 2015
• ISBN 10: 9814641928
• ISBN 13: 9789814641920
• Binding: Hardcover
• Edition number: 2
• Number of pages: 536