Stochastic financial models
By: Douglas Kennedy.
Series: Chapman & Hall/CRC Financial mathematics series
Publisher: Chapman & Hall/CRC Press
Published: 2010
Place of publication: Boca Raton, FL
Language: eng
Number of pages: 257
ISBN-13: 9781420093452
Subjects: Investments -- Mathematical models; Stochastic analysis
Notes: Includes bibliographical references and index.
Table of contents: title: Portfolio choice; title: The binomial model; title: A general discrete-time model; title: Brownian motion; title: The black-scholes model.