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A non-random walk down Wall Street /
by
Lo, Andrew Wen-Chuan
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Authors:
MacKinlay, Archie Craig
Published by :
Princeton University Press,
(Princeton : )
Physical details:
XXIII, 424 p. ; 23 cm.
Subject(s):
Stock-princes-mathematical models
|
Random walks
Year :
1999
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Istituto di Ingegneria Biomedica
HG4915.L6 (
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HG4523.M257
The (mis)behaviour of markets : a fractal view of risk, ruin, and reward /
HG4539.S94
Mathematical methods in investment and finance /
HG4637.D84
Dynamic asset pricing theory /
HG4915.L6
A non-random walk down Wall Street /
HG6024.5.R43
Interest-rate option models : understanding, analysing and using models for exotic interest-rate options /
HG6024.A3B39
Financial calculus : an introduction to derivative pricing /
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