Books+ Search Results

Stochastic financial models

Title
Stochastic financial models / Douglas Kennedy.
ISBN
1420093452
9781420093452
9781439882719 (e-book)
Publication
Boca Raton : CRC Press, [2010]
Copyright Notice Date
©2010
Physical Description
1 online resource (264 pages) : illustrations.
Local Notes
Access is available to the Yale community.
Notes
Description based on print version record.
Access and use
Access restricted by licensing agreement.
Variant and related titles
ProQuest ebook central.
Other formats
Print version: Kennedy, Douglas. Stochastic financial models. Boca Raton : CRC Press, [2010] Chapman & Hall/CRC financial mathematics series
Format
Books / Online
Language
English
Added to Catalog
October 01, 2019
Series
Chapman & Hall/CRC financial mathematics series.
Chapman & Hall/CRC financial mathematics series
Bibliography
Includes bibliographical references.
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.
Citation

Available from:

Online
Loading holdings.
Unable to load. Retry?
Loading holdings...
Unable to load. Retry?