Stochastic financial models
by
Kennedy, Douglas.
Title
:
Stochastic financial models
Author
:
Kennedy, Douglas.
ISBN
:
9781420093452
Personal Author
:
Kennedy, Douglas.
Publication Information
:
Boca Raton, FL : Chapman & Hall/CRC, c2010.
Physical Description
:
257 p. : ill. ; 25 cm.
Series
:
Chapman & Hall/CRC financial mathematics series
Chapman & Hall/CRC financial mathematics series.
Contents
:
Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models.
Subject Term
:
Investments -- Mathematical models.
Stochastic analysis.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025537586 | 332.632042 K35S 2010 | 1 |