Stochastic financial models

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Material type: Text

TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton CRC Press 2010Description: 257p. ill. ; 25 cmISBN:

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Contents:

Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models.

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Materials specified	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus	General Books	Main Library	332.632042 KE-S (Browse shelf(Opens below))		Available		112710

Includes bibliographical references and index.

Portfolio choice -- The binomial model -- A general discrete-time model -- Brownian motion -- The Black-Scholes model -- Interest-rate models.

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