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Stochastic financial models /
Portfolio ChoiceIntroductionUtilityMean-variance analysisThe Binomial ModelOne-period modelMulti-period modelA General Discrete-Time ModelOne-period modelMulti-period modelBrownian MotionIntroductionHitting-time distributionsGirsanov's theoremBrownian motion as a limitStochastic calculusThe Bla...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boca Raton :
CRC Press,
2010.
|
| Colección: | Chapman & Hall/CRC financial mathematics series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Kennedy, Douglas. | |
| 245 | 1 | 0 | |a Stochastic financial models / |c Douglas Kennedy. |
| 260 | |a Boca Raton : |b CRC Press, |c 2010. | ||
| 300 | |a 1 online resource (251 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Chapman & Hall/CRC financial mathematics series | |
| 504 | |a Includes bibliographical references (pages 249-251). | ||
| 505 | 0 | |a 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. | |
| 520 | |a Portfolio ChoiceIntroductionUtilityMean-variance analysisThe Binomial ModelOne-period modelMulti-period modelA General Discrete-Time ModelOne-period modelMulti-period modelBrownian MotionIntroductionHitting-time distributionsGirsanov's theoremBrownian motion as a limitStochastic calculusThe Black-Scholes ModelIntroductionThe Black-Scholes formulaHedging and the Black-Scholes equationPath-dependent claimsDividend-paying assetsInterest-Rate ModelsIntroductionSurvey of interest-rate modelsGaussian random-field modelAppendix A: Mathematical PreliminariesAppendix B: Solutions to the ExercisesFurthe. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Investments |x Mathematical models. | |
| 650 | 0 | |a Stochastic analysis. | |
| 650 | 6 | |a Investissements |x Modèles mathématiques. | |
| 650 | 6 | |a Analyse stochastique. | |
| 650 | 7 | |a Investments |x Mathematical models |2 fast | |
| 650 | 7 | |a Stochastic analysis |2 fast | |
| 758 | |i has work: |a Stochastic financial models (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFtPfP68xdj4BpBfbRCbBP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Kennedy, Douglas. |t Stochastic Financial Models. |d Hoboken : CRC Press, ©2010 |z 9781420093452 |
| 830 | 0 | |a Chapman & Hall/CRC financial mathematics series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1416274 |z Texto completo |
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