{"product_id":"stochastic-financial-models-douglas-kennedy-9781138381452","title":"Stochastic Financial Models","description":"\u003cp\u003eDeveloped from the esteemed author's advanced undergraduate and graduate courses at the University of Cambridge, this text provides a hands-on, sound introduction to mathematical finance. Assuming no prior knowledge of stochastic calculus or measure-theoretic probability, the author includes the relevant mathematical background as well as many exercises with solutions. He first presents the classical topics of utility and the mean-variance approach to portfolio choice. Focusing on derivative pricing, the text then covers the binomial model, the general discrete-time model, Brownian motion, the Black-Scholes model, and various interest-rate models. \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Douglas Kennedy\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1138381454\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781138381452\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/10\/2018\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 264\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.84lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.56d","brand":"Douglas Kennedy","offers":[{"title":"Paperback","offer_id":48444037202175,"sku":"9781138381452","price":94.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_764f9b0c-d715-4f0f-af61-a29f6b529a96.jpg?v=1777209570","url":"https:\/\/www.whiterainbookhouse.com\/products\/stochastic-financial-models-douglas-kennedy-9781138381452","provider":"WR Book House","version":"1.0","type":"link"}