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Stochastic financial models

By: Kennedy, Douglas.
Series: Chapman & Hall/CRC financial mathematics series. Publisher: Boca Raton Chapman & Hall/CRC Press 2010Description: 257 p.ISBN: 9781420093452.Subject(s): Investments --Mathematical models | Stochastic analysisDDC classification: 332.632042 Summary: 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 rather than seeking the greatest generality.
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Books Vikram Sarabhai Library
Slot 699 (0 Floor, West Wing) Non-fiction 332.632042 K3S8 (Browse shelf) Available 170806

Includes bibliographical references and index

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 rather than seeking the greatest generality.

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