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Author Kennedy, Douglas, author.

Title Stochastic financial models / Douglas Kennedy.

Publication Info. Boca Raton : CRC Press, [2010]
2010

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description 1 online resource (264 pages) : illustrations.
text rdacontent
computer rdamedia
online resource rdacarrier
Series Chapman & Hall/CRC financial mathematics series
Chapman & Hall/CRC financial mathematics series.
Bibliography Includes bibliographical references.
Contents 1. Portfolio choice -- 2. The binomial model -- 3. A general discrete-time model -- 4. Brownian motion -- 5. The Black-Scholes model -- 6. Interest-rate models.
Note Description based on print version record.
Subject Investments -- Mathematical models.
Stochastic analysis.
Genre/Form Electronic books.
Other Form: Print version: Kennedy, Douglas. Stochastic financial models. Boca Raton : CRC Press, [2010] 251 pages ; 25 cm. Chapman & Hall/CRC financial mathematics series 9781420093452 (OCoLC)ocn370354347
ISBN 1420093452
9781420093452
9781439882719 (electronic bk.)

 
    
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