Library Of American University Of Madaba

Normal View MARC View ISBD View

Kennedy, Douglas.

Stochastic financial models / Douglas Kennedy. - Boca Raton, FL : Chapman & Hall/CRC, 2010. - 257 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references and index.

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

ISBN: 9781420093452 (hardcover : alk. paper) 1420093452 (hardcover : alk. paper)

Subjects--Topical Terms:
Investments--Mathematical models.
Stochastic analysis.

LC Class. No.: HG4515.2 / K463

Dewey Class. No.: 332.632042 / K463