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Kennedy, Douglas.

Stochastic financial models [electronic resource] / Douglas Kennedy. - Boca Raton : CRC Press, 2010. - 251 p. : ill. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .

Includes bibliographical references (p. 249-251).

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.




Mode of access: World Wide Web.

9781439882719 (ebook : PDF)


Investments--Mathematical models.
Stochastic analysis.


Electronic books.

Khulna University of Engineering & Technology

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