Stochastic financial models /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL :
Chapman & Hall/CRC,
c2010.
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| Series: | Chapman & Hall/CRC financial mathematics series
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| Subjects: |
Table of Contents:
- Portfolio choice
- The binomial model
- A general discrete-time model
- Brownian motion
- The Black-Scholes model
- Interest-rate models.