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"item_title" : "Stochastic Financial Models",
"item_author" : [" Douglas Kennedy "],
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Stochastic Financial Models
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Overview
Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models.
This item is Non-Returnable
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Details
- ISBN-13: 9781138381452
- ISBN-10: 1138381454
- Publisher: CRC Press
- Publish Date: September 2018
- Dimensions: 9.21 x 6.14 x 0.56 inches
- Shipping Weight: 0.84 pounds
- Page Count: 264
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