Stochastic financial models /

Main Author: Kennedy, Douglas
Format: Book
Language:English
Published: Boca Raton, FL : Chapman & Hall/CRC, c2010.
Series:Chapman & Hall/CRC financial mathematics series
Subjects:
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020 |a 9781420093452 (hardcover : alk. paper) 
040 |a DLC 
050 |a HG4515.2  |b .K46 2010 
082 |2 22  |a 332.63/2042 
100 1 |a Kennedy, Douglas 
245 1 |a Stochastic financial models /  |c Douglas Kennedy. 
260 1 |a Boca Raton, FL :  |b Chapman & Hall/CRC,  |c c2010. 
300 1 |a 257 p. :  |b ill. ;  |c 25 cm. 
490 1 |a Chapman & Hall/CRC financial mathematics series 
504 1 |a Includes bibliographical references and index. 
505 1 |a Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models. 
650 1 |a Investments  |x Mathematical models 
650 1 |a Stochastic analysis 
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