Stochastic financial models /

Stochastic financial models / / Douglas Kennedy.

Saved in:
Bibliographic Details
Superior document:Chapman & Hall/CRC financial mathematics series
VerfasserIn:
Kennedy, Douglas,
Place / Publishing House:Boca Raton : : CRC Press,, [2010]
2010
Year of Publication:2010
Language:English
Series:Chapman & Hall/CRC financial mathematics series.
Online Access:
Physical Description:1 online resource (264 pages) :; illustrations.
Tags: Add Tag
No Tags, Be the first to tag this record!
id 5001416274
ctrlnum (MiAaPQ)5001416274
(Au-PeEL)EBL1416274
(CaPaEBR)ebr11030848
(OCoLC)890721142
collection bib_alma
record_format marc
spelling Kennedy, Douglas, author.
Stochastic financial models / Douglas Kennedy.
Boca Raton : CRC Press, [2010]
2010
1 online resource (264 pages) : illustrations.
text rdacontent
computer rdamedia
online resource rdacarrier
Chapman & Hall/CRC financial mathematics series
Includes bibliographical references.
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Investments Mathematical models.
Stochastic analysis.
Electronic books.
Print version: Kennedy, Douglas. Stochastic financial models. Boca Raton : CRC Press, [2010] 251 pages ; 25 cm. Chapman & Hall/CRC financial mathematics series 9781420093452 (OCoLC)ocn370354347
ProQuest (Firm)
Chapman & Hall/CRC financial mathematics series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1416274 Click to View
language English
format eBook
author Kennedy, Douglas,
spellingShingle Kennedy, Douglas,
Stochastic financial models /
Chapman & Hall/CRC financial mathematics series
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.
author_facet Kennedy, Douglas,
author_variant d k dk
author_role VerfasserIn
author_sort Kennedy, Douglas,
title Stochastic financial models /
title_full Stochastic financial models / Douglas Kennedy.
title_fullStr Stochastic financial models / Douglas Kennedy.
title_full_unstemmed Stochastic financial models / Douglas Kennedy.
title_auth Stochastic financial models /
title_new Stochastic financial models /
title_sort stochastic financial models /
series Chapman & Hall/CRC financial mathematics series
series2 Chapman & Hall/CRC financial mathematics series
publisher CRC Press,
publishDate 2010
physical 1 online resource (264 pages) : illustrations.
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.
isbn 9781439882719
9781420093452
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4515
callnumber-sort HG 44515.2 K46 42010
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1416274
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.632042
dewey-sort 3332.632042
dewey-raw 332.632042
dewey-search 332.632042
oclc_num 890721142
work_keys_str_mv AT kennedydouglas stochasticfinancialmodels
status_str n
ids_txt_mv (MiAaPQ)5001416274
(Au-PeEL)EBL1416274
(CaPaEBR)ebr11030848
(OCoLC)890721142
hierarchy_parent_title Chapman & Hall/CRC financial mathematics series
is_hierarchy_title Stochastic financial models /
container_title Chapman & Hall/CRC financial mathematics series
_version_ 1792330759224164352
fullrecord <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01980nam a2200457 i 4500</leader><controlfield tag="001">5001416274</controlfield><controlfield tag="003">MiAaPQ</controlfield><controlfield tag="005">20200520144314.0</controlfield><controlfield tag="006">m o d | </controlfield><controlfield tag="007">cr cnu||||||||</controlfield><controlfield tag="008">091106t20102010flua ob 000 0 eng|d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">1420093452</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9781420093452</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781439882719</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(MiAaPQ)5001416274</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(Au-PeEL)EBL1416274</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CaPaEBR)ebr11030848</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)890721142</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">MiAaPQ</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">MiAaPQ</subfield><subfield code="d">MiAaPQ</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG4515.2</subfield><subfield code="b">.K46 2010</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.632042</subfield><subfield code="b">K353</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kennedy, Douglas,</subfield><subfield code="e">author.</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic financial models /</subfield><subfield code="c">Douglas Kennedy.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boca Raton :</subfield><subfield code="b">CRC Press,</subfield><subfield code="c">[2010]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (264 pages) :</subfield><subfield code="b">illustrations.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Chapman &amp; Hall/CRC financial mathematics series</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="588" ind1=" " ind2=" "><subfield code="a">Description based on print version record.</subfield></datafield><datafield tag="590" ind1=" " ind2=" "><subfield code="a">Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Investments</subfield><subfield code="x">Mathematical models.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Stochastic analysis.</subfield></datafield><datafield tag="655" ind1=" " ind2="4"><subfield code="a">Electronic books.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Kennedy, Douglas.</subfield><subfield code="t">Stochastic financial models.</subfield><subfield code="d">Boca Raton : CRC Press, [2010]</subfield><subfield code="h">251 pages ; 25 cm.</subfield><subfield code="k">Chapman &amp; Hall/CRC financial mathematics series</subfield><subfield code="z">9781420093452</subfield><subfield code="w">(OCoLC)ocn370354347</subfield></datafield><datafield tag="797" ind1="2" ind2=" "><subfield code="a">ProQuest (Firm)</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Chapman &amp; Hall/CRC financial mathematics series.</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1416274</subfield><subfield code="z">Click to View</subfield></datafield></record></collection>

Similar Items