Print version: Kennedy, Douglas. Stochastic financial models. Boca Raton : CRC Press, [2010] 251 pages ; 25 cm. Chapman & Hall/CRC financial mathematics series ISBN 9781420093452
Includes bibliographical references
1. Portfolio choice -- 2. The binomial model -- 3. A general discrete-time model -- 4. Brownian motion -- 5. The Black-Scholes model -- 6. Interest-rate models.