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Stochastic financial models / Douglas Kennedy.

By: Material type: TextTextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton, FL : Chapman & Hall/CRC, c2010.Description: 257 p. : ill. ; 25 cmISBN:
  • 9781420093452 (hardcover : alk. paper)
  • 9780367848576
Subject(s): DDC classification:
  • 332.63 KEN-S
Contents:
Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books RGU Central Library Reference 332.63 KEN-S (Browse shelf(Opens below)) Available 78159
Total holds: 0

Includes bibliographical references and index.

Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models.

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