Asset Pricing in Discrete Time: A Complete Markets Approach (Bog, Hardback, Engelsk)

Asset Pricing in Discrete Time: A Complete Markets Approach (Bog, Hardback, Engelsk)


Forlag: Oxford University Press

  • Type: Bog
  • Format: Hardback
  • Sprog: Engelsk Sprog: Engelsk
  • ISBN-13: 9780199271443
  • Udgivelsesdato: 13-01-2005
  • Første udgivelsesår: 2005
  • Serie: Oxford Finance Series
  • Originalsprog: United Kingdom
  • Sideantal: 152
  • Indbinding: Hardback
  • Forlag: Oxford University Press
  • Sideoplysninger: 152 pages
  • Mål: 222 x 149 x 15

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Alle Kategorier som dette produkt er en del af

  = Emner / kategorier
  = Sektioner / guides
  = Specialsider
  = Kampagner

Beskrivelse

Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.

Læsernes anmeldelser (0)