The book is currently out of stock
More about the book
This comprehensive introduction to mathematical finance is designed for students with no prior knowledge of stochastic calculus or measure-theoretic probability. It begins with foundational concepts like utility and the mean-variance approach to portfolio choice, then delves into derivative pricing with topics including the binomial model, discrete-time models, Brownian motion, and the Black-Scholes model. The text is enriched with exercises and solutions, making it a practical resource for learning key financial theories and models.
Book purchase
Stochastic Financial Models, Douglas Kennedy
- Language
- Released
- 2010
- product-detail.submit-box.info.binding
- (Hardcover)
We’ll notify you via email once we track it down.
Payment methods
- Title
- Stochastic Financial Models
- Language
- English
- Authors
- Douglas Kennedy
- Publisher
- CRC Press
- Released
- 2010
- Format
- Hardcover
- Pages
- 272
- ISBN13
- 9781420093452
- Category
- Business and Economics, Mathematics
- Description
- This comprehensive introduction to mathematical finance is designed for students with no prior knowledge of stochastic calculus or measure-theoretic probability. It begins with foundational concepts like utility and the mean-variance approach to portfolio choice, then delves into derivative pricing with topics including the binomial model, discrete-time models, Brownian motion, and the Black-Scholes model. The text is enriched with exercises and solutions, making it a practical resource for learning key financial theories and models.