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Stochastic Financial Models

By: UK) Kennedy Cambridge Douglas (Trinity College (Author) , USA) Cont New York Rama (Columbia University (Author)

Manufacture on Demand

Ksh 19,900.00

Format: Hardback or Cased Book

ISBN-13: 9781420093452

Publisher: Taylor & Francis Ltd

Publication Date: Jan 15th, 2010

Weight: 532 grams

Dimension: 24.50 x 16.40 x 2.10 cms

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Offers a hands-on introduction to mathematical finance. This title includes the relevant mathematical background as well as many exercises with solutions. It presents the classical topics of utility and the mean-variance approach to portfolio choice.

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