Stochastic financial models - Kennedy, Douglas (Boca Raton : CRC Press, 2010)
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.
Includes bibliographical references.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2020. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Investments -- Mathematical models; Stochastic analysis; Electronic books