|
|
|
|
| LEADER |
00000cam a2200000 7i4500 |
| 001 |
0000073622 |
| 005 |
20111012093000.0 |
| 008 |
110615s flu eng |
| 020 |
|
|
|a 1420093452 (hardcover : alk. paper)
|
| 020 |
|
|
|a 9781420093452 (hardcover : alk. paper)
|
| 050 |
0 |
0 |
|a HG4515.2
|b .K46 2010
|
| 090 |
0 |
0 |
|a HG4515.2
|b .K46 2010
|
| 100 |
1 |
|
|a Kennedy, Douglas ,
|e author
|
| 245 |
1 |
0 |
|a Stochastic financial models
|c Douglas Kennedy
|
| 260 |
|
|
|a Boca Raton, Florida :
|b Chapman & Hall/CRC ,
|c c2010
|
| 300 |
|
|
|a ix, 257 p. :
|b ill. ;
|c 24 cm.
|
| 490 |
1 |
|
|a Chapman & Hall/CRC financial mathematics series
|
| 504 |
|
|
|a Includes bibliographical references and index
|
| 505 |
0 |
|
|a 1. Portfolio choice -- 2. The binomial model -- 3. A general discrete-time model -- 4. Brownian motion -- 5. The black-scholes model -- 6. Interest-rate models
|
| 520 |
|
|
|a 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
|
| 650 |
|
0 |
|a Investments
|x Mathematical models
|
| 650 |
|
0 |
|a Stochastic analysis
|
| 999 |
|
|
|a 1000140514
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|