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  <titleInfo>
    <title>Stochastic financial models</title>
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  <name type="personal">
    <namePart>Kennedy, Douglas.</namePart>
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    <place>
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    <publisher>CRC Press</publisher>
    <dateIssued>2010</dateIssued>
    <issuance>monographic</issuance>
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    <extent>251 p. : ill.</extent>
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  <tableOfContents>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.</tableOfContents>
  <note type="statement of responsibility">Douglas Kennedy.</note>
  <note>Includes bibliographical references (p. 249-251).</note>
  <note>Also available in print format.</note>
  <note>Mode of access: World Wide Web.</note>
  <subject authority="lcsh">
    <topic>Investments</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stochastic analysis</topic>
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    <titleInfo>
      <title>Chapman &amp; Hall/CRC financial mathematics series</title>
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  <identifier type="isbn">9781439882719 (ebook : PDF)</identifier>
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