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Author
Kennedy, Douglas, author.
Title
Stochastic financial models / Douglas Kennedy.
Publication Info.
Boca Raton : CRC Press, [2010]
2010
Connect to
Available to Pittsburg State University patrons only.
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.)
Available items only