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 |
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Autor principal: | Kennedy, Douglas |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Boca Raton :
CRC Press,
2010.
|
Colección: | Chapman & Hall/CRC financial mathematics series.
|
Temas: | |
Acceso en línea: | Texto completo |
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