Stochastic financial models / Douglas Kennedy.
Kennedy, Douglas, author.
2010
HG4515.2 .K46 2010
Available Online

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Title
Stochastic financial models / Douglas Kennedy.
Author
Kennedy, Douglas, author.
ISBN
1420093452
9781420093452
9781439882719 (electronic bk.)
Published
Boca Raton : CRC Press, [2010]
Copyright
©2010
Language
English
Description
1 online resource (264 pages) : illustrations.
Call Number
HG4515.2 .K46 2010
Dewey Decimal Classification
332.632042 K353
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Series
Chapman & Hall/CRC financial mathematics series.
Available in Other Form
Stochastic financial models.
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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.

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