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RecordNumber
37006
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Author
Kennedy, Douglas.
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Title
Stochastic financial models
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Author Statement
Douglas Kennedy
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Publication
Chapman & Hall/CRC
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Collation
257 p. : ill. ; 25 cm.
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Series
Chapman & Hall/CRC financial mathematics series
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Notes
Includes bibliographical references and index
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Contents
Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models
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Subject
Investments,Stochastic analysis
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ADDED ENTRIES
TI , SE
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LC Class
HG
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LC Number
4515.2
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LC CutterNumber
.K46
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LC Date
2010
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وارد کنندة اطلاعات
مويد
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تاريخ ورود اطلاعات
1390/10/20
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LC NO
HG 4515.2 .K46 2010
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Published_Year
c2010
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Link To Document :