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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Kennedy, Douglas
Format: Electronic eBook
Language:Inglés
Published: Boca Raton : CRC Press, 2010.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Investments > Mathematical models.
Stochastic analysis.
Investissements > Modèles mathématiques.
Analyse stochastique.
Investments > Mathematical models
Stochastic analysis
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