Stochastic financial models [electronic resource] / Douglas Kennedy.
Material type: TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton : CRC Press, 2010.Description: 251 p. : illISBN:- 9781439882719 (ebook : PDF)
- Also available in print format.
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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