Details

Subjects:

Finance -- Mathematical models -- Textbooks.
Stochastic analysis -- Textbooks.

Contents:

1. The binomial asset pricing model
2. Continuous time models.

Notes:

Includes bibliographical references and indexes.

Local notes:

Acquired for the Penn Libraries with assistance from the Class of 1953 Fund.

Contributor:

Class of 1953 Fund.

ISBN:

0387401008 (set : alk. paper)
0387401016 (cased : v. 2)

OCLC:

53289874

Web link:

The Class of 1953 Fund Home Page