Stochastic Financial Models free ebook download.

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Stochastic Financial Models free ebook download

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Finances and Money

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Catalogue

Author(s):	Douglas Kennedy

Date:	2010	Format:	PDF	Language:	English	ISBN/ASIN:	1420093452
Pages:	264	OCR:		Quality:		ISBN13:
Uploader:	Gustavi	Upload Date:	10/14/2019 8:52:26 AM

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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 authors advanced undergraduate and graduate courses at the University of Cambridge, the text begins with the classical topics of utility and the mean-variance approach to portfolio choice. The remainder of the book deals with derivative pricing. The author fully explains the binomial model since it is central to understanding the pricing of derivatives by self-financing hedging portfolios. He then discusses the general discrete-time model, Brownian motion and the BlackScholes model. The book concludes with a look at various t-rate models. Concepts from measure-theoretic probability and solutions to the end-of-chapter exercises are provided in the appendices.

By exploring the important and exciting application area of mathematical finance, this text encourages students to learn more about probability, martingales and stochastic integration. It shows how mathematical concepts, such as the BlackScholes and Gaussian random-field models, are used in financial situations.

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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2607286	Book	https://novafile.com/8ov1zf6fy87z...		3.80	Gustavi

Tags: Financial Models Stochastic

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