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Stochastic Financial Models


Stochastic Financial Models - Kennedy, Douglas
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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. Developed from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, the text begins with ...

Stochastic Financial Models 2018, CRC Press, London

ISBN-13: 9781138381452


Stochastic Financial Models 2010, CRC Press, Oxford

ISBN-13: 9781420093452