Stochastic financial models
Douglas Kennedy
| Year of publication: |
2010
|
|---|---|
| Authors: | Kennedy, Douglas |
| Publisher: |
Boca Raton [u.a.] : CRC Press, Taylor & Francis |
| Subject: | Stochastischer Prozess | Stochastic process | Mathematik | Mathematics | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Portfoliomanagement | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | 257 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (p. 249 - 251) and index Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The black-scholes model. 1001 |
| ISBN: | 978-1-4200-9345-2 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003895191