Kennedy, Douglas.
Stochastic financial models [electronic resource] / Douglas Kennedy. - Boca Raton : CRC Press, 2010. - 251 p. : ill. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references (p. 249-251).
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.
Mode of access: World Wide Web.
9781439882719 (ebook : PDF)
Investments--Mathematical models.
Stochastic analysis.
Electronic books.
Stochastic financial models [electronic resource] / Douglas Kennedy. - Boca Raton : CRC Press, 2010. - 251 p. : ill. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references (p. 249-251).
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.
Mode of access: World Wide Web.
9781439882719 (ebook : PDF)
Investments--Mathematical models.
Stochastic analysis.
Electronic books.