概率论与金融理论

Singapore Management University Lee Kong Chian School of Business Research Paper Series Pub Date : 2011-05-26 DOI:10.1142/7781

K. Lim

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摘要

概率分布条件概率规律风险与效用状态价格概率论与风险中性概率单周期资产定价模型随机过程与鞅布朗运动与技术交易动态规划与多周期资产定价连续时间优化与资产定价连续时间期权定价套期保值与多期权定价隐含风险中性矩与马尔可夫链与信用市场分布理论利率模型和衍生工具

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Probability and Finance Theory

Probability Distributions Conditional Probability Laws of Probability Theory of Risk and Utility State Price and Risk-Neutral Probability Single Period Asset Pricing Models Stochastic Processes and Martingales Brownian Motion and Technical Trading Dynamic Programming and Multi-period Asset Pricing Continuous-Time Optimization and Asset Pricing Continuous-Time Option Pricing Hedging and More Option Pricing Implied Risk-Neutral Moments and Distributions Theory of Markov Chains and Credit Markets Interest Rate Modelling and Derivatives

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Singapore Management University Lee Kong Chian School of Business Research Paper Series

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