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{ "item_title" : "Stochastic Financial Models", "item_author" : [" Douglas Kennedy "], "item_description" : "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. ", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/1/13/838/145/1138381454_b.jpg", "price_data" : { "retail_price" : "94.99", "online_price" : "94.99", "our_price" : "94.99", "club_price" : "94.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Stochastic Financial Models|Douglas Kennedy

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.

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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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