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Stochastic financial models [electronic resource] / Douglas Kennedy.

By: Kennedy, Douglas.
Material type: materialTypeLabelBookSeries: Chapman & Hall/CRC financial mathematics series: Publisher: Boca Raton : CRC Press, 2010Description: 251 p. : ill.ISBN: 9781439882719 (ebook : PDF).Subject(s): Investments -- Mathematical models | Stochastic analysisGenre/Form: Electronic books.Additional physical formats: No titleOnline resources: Distributed by publisher. Purchase or institutional license may be required for access. Also available in print format.
Contents:
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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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.

Also available in print format.

Mode of access: World Wide Web.

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