Stochastic financial models /
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
CRC Press,
[2010]
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| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| Online Access: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=145276 |
Table of Contents:
- 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.