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Více o knize
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.
Nákup knihy
Stochastic Financial Models, Douglas Kennedy
- Jazyk
- Rok vydání
- 2010
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- (pevná)
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Doručení
Platební metody
Navrhnout úpravu
- Titul
- Stochastic Financial Models
- Jazyk
- anglicky
- Autoři
- Douglas Kennedy
- Vydavatel
- CRC Press
- Rok vydání
- 2010
- Vazba
- pevná
- Počet stran
- 272
- ISBN13
- 9781420093452
- Kategorie
- Podnikání a ekonomie, Matematika
- Anotace
- 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.