Stochastic financial models / Douglas Kennedy

By:

Kennedy, Douglas

Material type: Text

TextPublication details: Boca Raton : CRC Press, 2010Description: 257 p. 24 cmISBN:

9781420093452

Subject(s):

Investments=Mathematical models
Stochastic analysis

DDC classification:

332.632042 KEN

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.632042 KEN (Browse shelf(Opens below))	Available		IIMC-131301

Total holds: 0

Providing a sound introduction to mathematical finance, this text shows how concepts, including mean-variance analysis, binomial models, the Black-Scholes model, and the Gaussian random-field model, are used in financial situations.

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