Stochastic Financial Models

Stochastic Financial Models

by Douglas Kennedy
Released April 2016
Publisher(s): Chapman and Hall/CRC
ISBN: 9781439882719

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Book description

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance. The author takes a classical applied mathematical approach, focusing on calculations

Table of contents

  1. Front cover
  2. Contents
  3. Preface
  4. Chapter 1: PORTFOLIO CHOICE (1/5)
  5. Chapter 1: PORTFOLIO CHOICE (2/5)
  6. Chapter 1: PORTFOLIO CHOICE (3/5)
  7. Chapter 1: PORTFOLIO CHOICE (4/5)
  8. Chapter 1: PORTFOLIO CHOICE (5/5)
  9. Chapter 2: THE BINOMIAL MODEL (1/8)
  10. Chapter 2: THE BINOMIAL MODEL (2/8)
  11. Chapter 2: THE BINOMIAL MODEL (3/8)
  12. Chapter 2: THE BINOMIAL MODEL (4/8)
  13. Chapter 2: THE BINOMIAL MODEL (5/8)
  14. Chapter 2: THE BINOMIAL MODEL (6/8)
  15. Chapter 2: THE BINOMIAL MODEL (7/8)
  16. Chapter 2: THE BINOMIAL MODEL (8/8)
  17. Chapter 3: A GENERAL DISCRETE-TIME MODEL (1/4)
  18. Chapter 3: A GENERAL DISCRETE-TIME MODEL (2/4)
  19. Chapter 3: A GENERAL DISCRETE-TIME MODEL (3/4)
  20. Chapter 3: A GENERAL DISCRETE-TIME MODEL (4/4)
  21. Chapter 4: BROWNIAN MOTION (1/6)
  22. Chapter 4: BROWNIAN MOTION (2/6)
  23. Chapter 4: BROWNIAN MOTION (3/6)
  24. Chapter 4: BROWNIAN MOTION (4/6)
  25. Chapter 4: BROWNIAN MOTION (5/6)
  26. Chapter 4: BROWNIAN MOTION (6/6)
  27. Chapter 5: THE BLACK–SCHOLES MODEL (1/11)
  28. Chapter 5: THE BLACK–SCHOLES MODEL (2/11)
  29. Chapter 5: THE BLACK–SCHOLES MODEL (3/11)
  30. Chapter 5: THE BLACK–SCHOLES MODEL (4/11)
  31. Chapter 5: THE BLACK–SCHOLES MODEL (5/11)
  32. Chapter 5: THE BLACK–SCHOLES MODEL (6/11)
  33. Chapter 5: THE BLACK–SCHOLES MODEL (7/11)
  34. Chapter 5: THE BLACK–SCHOLES MODEL (8/11)
  35. Chapter 5: THE BLACK–SCHOLES MODEL (9/11)
  36. Chapter 5: THE BLACK–SCHOLES MODEL (10/11)
  37. Chapter 5: THE BLACK–SCHOLES MODEL (11/11)
  38. Chapter 6: INTEREST-RATE MODELS (1/6)
  39. Chapter 6: INTEREST-RATE MODELS (2/6)
  40. Chapter 6: INTEREST-RATE MODELS (3/6)
  41. Chapter 6: INTEREST-RATE MODELS (4/6)
  42. Chapter 6: INTEREST-RATE MODELS (5/6)
  43. Chapter 6: INTEREST-RATE MODELS (6/6)
  44. Appendix A: MATHEMATICAL PRELIMINARIES (1/3)
  45. Appendix A: MATHEMATICAL PRELIMINARIES (2/3)
  46. Appendix A: MATHEMATICAL PRELIMINARIES (3/3)
  47. Appendix B: SOLUTIONS TO THE EXERCISES (1/8)
  48. Appendix B: SOLUTIONS TO THE EXERCISES (2/8)
  49. Appendix B: SOLUTIONS TO THE EXERCISES (3/8)
  50. Appendix B: SOLUTIONS TO THE EXERCISES (4/8)
  51. Appendix B: SOLUTIONS TO THE EXERCISES (5/8)
  52. Appendix B: SOLUTIONS TO THE EXERCISES (6/8)
  53. Appendix B: SOLUTIONS TO THE EXERCISES (7/8)
  54. Appendix B: SOLUTIONS TO THE EXERCISES (8/8)
  55. Further Reading
  56. References
  57. Back cover

Product information

  • Title: Stochastic Financial Models
  • Author(s): Douglas Kennedy
  • Release date: April 2016
  • Publisher(s): Chapman and Hall/CRC
  • ISBN: 9781439882719