Stochastic financial models
Douglas Kennedy
| Year of publication: |
2010
|
|---|---|
| Authors: | Kennedy, Douglas. |
| Publisher: |
Boca Raton : CRC Press, |
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Black-Scholes-Modell | Black-Scholes model | Mathematik | Mathematics |
| Description 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.
|
Online Resource
| Extent: | 1 online resource (251 pages) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (pages 249-251). |
| ISBN: | 978-0-429-18478-9 ; 978-1-4398-9976-2 ; 978-1-4200-9345-2 |
| Other identifiers: | 10.1201/b17182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015069224