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...

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Bibliographic Details

Main Author:	Kennedy, Douglas (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Language Notes:	English.
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 Electronic books.
Online Access:	Connect to the full text of this electronic book