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Stochastic financial models / Douglas Kennedy.
Material type:
TextSeries: 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
- 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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RGU Central Library Reference | 332.63 KEN-S (Browse shelf(Opens below)) | Available | 78159 |
Total holds: 0
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| 332.6 PRI-P Portfolio optimization and performance analysis / | 332.6 QIA-Q Quantitative equity portfolio management : | 332.63 BER-S Stochastic volatility modeling / | 332.63 KEN-S Stochastic financial models / | 332.632 GAL-S Speculation and financial markets | 332.632 GAL-S Speculation and financial markets | 332.632042 DEM-Q Quantitative fund management |
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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