Stochastic financial models / / Douglas Kennedy.
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| Superior document: | Chapman & Hall/CRC financial mathematics series |
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| VerfasserIn: | |
| Place / Publishing House: | Boca Raton : : CRC Press,, [2010] 2010 |
| Year of Publication: | 2010 |
| Language: | English |
| Series: | Chapman & Hall/CRC financial mathematics series.
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| Online Access: | |
| Physical Description: | 1 online resource (264 pages) :; illustrations. |
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Table of 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.