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Stochastic financial models /

by Kennedy, Douglas.
Series: Chapman & Hall/CRC financial mathematics series Published by : Chapman & Hall/CRC, (Boca Raton, FL :) Physical details: 257 p. : ill. ; 25 cm. ISBN: 1420093452 Subject(s): Investments %Mathematical models. | Stochastic analysis. Year: 2010
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Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.632042 K463 (Browse Shelf) Available JBC/2011/16926

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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