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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Table of Contents:
- 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