Chargement en cours…
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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Boca Raton :
CRC Press,
2010.
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| Collection: | Chapman & Hall/CRC financial mathematics series.
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| Sujets: | |
| Accès en ligne: | Texto completo |