Stochastic financial models
Offers a hands-on introduction to mathematical finance. This title includes the relevant mathematical background as well as many exercises with solutions. It presents the classical topics of utility and the mean-variance approach to portfolio choice
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| Format: | Book |
| Language: | English |
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Boca Raton, Florida :
Chapman & Hall/CRC ,
c2010
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| Series: | Chapman & Hall/CRC financial mathematics series
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| Summary: | Offers a hands-on introduction to mathematical finance. This title includes the relevant mathematical background as well as many exercises with solutions. It presents the classical topics of utility and the mean-variance approach to portfolio choice |
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| Physical Description: | ix, 257 p. : ill. ; 24 cm. |
| Bibliography: | Includes bibliographical references and index |
| ISBN: | 1420093452 (hardcover : alk. paper) 9781420093452 (hardcover : alk. paper) |