Stochastic financial models /

Bibliographic Details
Main Author: Kennedy, Douglas, (Author)
Format: eBook
Language:English
Published: Boca Raton : CRC Press, [2010]
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Online Access:Click to View
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245 1 0 |a Stochastic financial models /  |c Douglas Kennedy. 
264 1 |a Boca Raton :  |b CRC Press,  |c [2010] 
264 4 |c 2010 
300 |a 1 online resource (264 pages) :  |b illustrations. 
336 |a text  |2 rdacontent 
337 |a computer  |2 rdamedia 
338 |a online resource  |2 rdacarrier 
490 1 |a Chapman & Hall/CRC financial mathematics series 
504 |a Includes bibliographical references. 
505 0 |a 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. 
588 |a Description based on print version record. 
590 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Investments  |x Mathematical models. 
650 0 |a Stochastic analysis. 
655 4 |a Electronic books. 
776 0 8 |i Print version:  |a Kennedy, Douglas.  |t Stochastic financial models.  |d Boca Raton : CRC Press, [2010]  |h 251 pages ; 25 cm.  |k Chapman & Hall/CRC financial mathematics series  |z 9781420093452  |w (OCoLC)ocn370354347 
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