Security markets

Security markets: stochastic models

by Duffie, Darrell

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Title Statements

  • Full title :Security markets : stochastic models / Darrell Duffie.

Edition Statements

  • Publication Date:©1988.

Publication Statements

  • Publisher(s):Academic Press
  • Place of Publication:Boston
  • Language:eng
  • Publication Date:©1988.

Notes

Includes index.

The Physical Object

  • Description:xx, 358 pages

Edition Identifiers

  • ISBN:012223345X, 9780122233456
  • oclc:ocn300626366
  • LC Classification:HG4515.2D84 1988
  • Dewey Decimal:332.632 015118

Subjects

calcul Ito économie mathématique économie stochastique finance Investissements -- Modèles mathématiques Investments -- Mathematical models Mathematique modèle mathématique processus stochastiques -- valeur mobil… Securities -- mathematical models Valeur mobilière Valeurs mobilières -- Modèles mathémati…

Writers

Duffie, Darrell

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