Probability And Finance Theory
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Probability And Finance Theory Second Edition
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Author : Kian Guan Lim
language : en
Publisher: World Scientific Publishing Company
Release Date : 2015-09-29
Probability And Finance Theory Second Edition written by Kian Guan Lim and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-29 with Business & Economics categories.
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.
Probability And Finance Theory
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Author : Kian Guan Lim
language : en
Publisher: World Scientific
Release Date : 2011
Probability And Finance Theory written by Kian Guan Lim and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
This book 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. It should appeal to finance students looking for a firm theoretical guide to the deep end of derivatives and investments. Bankers and finance professionals in the fields of investments, derivatives, and risk management should also find the book useful in bringing probability and finance together. The book contains applications of both discrete time theory and continuous time mathematics, and is extensive in scope. Distribution theory, conditional probability, and conditional expectation are covered comprehensively, and applications to modeling state space securities under market equilibrium are made. Martingale is studied, leading to consideration of equivalent martingale measures, fundamental theorems of asset pricing, change of numeraire and discounting, risk-adjusted and forward-neutral measures, minimal and maximal prices of contingent claims, Markovian models, and the existence of martingale measures preserving the Markov property. Discrete stochastic calculus and multiperiod models leading to no-arbitrage pricing of contingent claims are also to be found in this book, as well as the theory of Markov Chains and appropriate applications in credit modeling. Measure-theoretic probability, moments, characteristic functions, inequalities, and central limit theorems are examined. The theory of risk aversion and utility, and ideas of risk premia are considered. Other application topics include optimal consumption and investment problems and interest rate theory.
Probability And Finance Theory Second Edition
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Author : Kian Guan Lim
language : en
Publisher:
Release Date : 2015
Probability And Finance Theory Second Edition written by Kian Guan Lim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Electronic books categories.
Probability And Finance
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Author : Glenn Shafer
language : en
Publisher: John Wiley & Sons
Release Date : 2005-02-25
Probability And Finance written by Glenn Shafer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-25 with Business & Economics categories.
Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-depth coverage of classical probability theory as well as new theory.
The Oxford Handbook Of The Sociology Of Finance
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Author : Karin Knorr Cetina
language : en
Publisher: Oxford University Press, USA
Release Date : 2012-11-29
The Oxford Handbook Of The Sociology Of Finance written by Karin Knorr Cetina and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-29 with Business & Economics categories.
The Handbook brings together leading international scholars to provide a comprehensive overview of research and theory on the sociology of finance and the workings of financial institutions and financial markets. It will serve as a reference point for this rapidly expanding discipline.
The Mathematics Of Financial Modeling And Investment Management
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Author : Sergio M. Focardi
language : en
Publisher: John Wiley & Sons
Release Date : 2004-03-29
The Mathematics Of Financial Modeling And Investment Management written by Sergio M. Focardi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-29 with Business & Economics categories.
the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.
Intermediate Financial Theory
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Author : Jean-Pierre Danthine
language : en
Publisher: Academic Press
Release Date : 2014-09-30
Intermediate Financial Theory written by Jean-Pierre Danthine and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-30 with Business & Economics categories.
Targeting readers with backgrounds in economics, Intermediate Financial Theory, Third Edition includes new material on the asset pricing implications of behavioral finance perspectives, recent developments in portfolio choice, derivatives-risk neutral pricing research, and implications of the 2008 financial crisis. Each chapter concludes with questions, and for the first time a freely accessible website presents complementary and supplementary material for every chapter. Known for its rigor and intuition, Intermediate Financial Theory is perfect for those who need basic training in financial theory and those looking for a user-friendly introduction to advanced theory. - Completely updated edition of classic textbook that fills a gap between MBA- and PhD-level texts - Focuses on clear explanations of key concepts and requires limited mathematical prerequisites - Online solutions manual available - Updates include new structure emphasizing the distinction between the equilibrium and the arbitrage perspectives on valuation and pricing, and a new chapter on asset management for the long-term investor
Mathematical Methods For Finance
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Author : Sergio M. Focardi
language : en
Publisher: John Wiley & Sons
Release Date : 2013-09-04
Mathematical Methods For Finance written by Sergio M. Focardi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-04 with Business & Economics categories.
The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications. It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management. Includes an overview of the essential math and statistical skills required to succeed in quantitative finance Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and variables The book also includes information on calculus, matrix algebra, differential equations, stochastic integrals, and much more Written by Sergio Focardi, one of the world's leading authors in high-level finance Drawing on the author's perspectives as a practitioner and academic, each chapter of this book offers a solid foundation in the mathematical tools and techniques need to succeed in today's dynamic world of finance.
An Intuitive Introduction To Finance And Derivatives
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Author : Alex Backwell
language : en
Publisher: Springer Nature
Release Date : 2023-03-08
An Intuitive Introduction To Finance And Derivatives written by Alex Backwell and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-08 with Business & Economics categories.
This book gives a self-contained, intuitive overview of some of the most important topics of finance, such as investment risk, market pricing and market efficiency, arbitrage, hedging, and the pricing and application of financial derivatives. It provides a first-principles introduction to the relevant material and concepts, emphasising intuition. Financial terminology, and the understanding implicit therein, is carefully introduced. The books starts with finance in the most general terms, and gradually specialises to investment theory and then derivatives. This book is tailor-made for readers new to finance, such as graduate students entering or interested in finance, or financial practitioners moving to a more quantitative role.
Corporate Finance Theory And Practice
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Author : Mr. Rohit Manglik
language : en
Publisher: EduGorilla Publication
Release Date : 2023-06-23
Corporate Finance Theory And Practice written by Mr. Rohit Manglik and has been published by EduGorilla Publication this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-23 with Business & Economics categories.
This book offers a detailed exploration of corporate finance (theory and practice), focusing on key concepts, methodologies, and practical implementations relevant to modern engineering and technology practices.