Douglas Kennedy

Stochastic Financial Models (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Erscheinungstermin: 19. April 2016
• Englisch
• ISBN-13: 9781040075388
• Artikelnr.: 72518961

Autorenporträt

Douglas Kennedy is a Fellow of Trinity College in Cambridge, UK.

Inhaltsangabe

Portfolio Choice. The Binomial Model. A General Discrete
Time Model. Brownian Motion. The Black
Scholes Model. Interest
Rate Models. Solutions. Appendices. Further Reading. References. Index.