Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series - Poon, Ser-Huang (Universith of Manchester) - Bøker - Oxford University Press - 9780199271443 - 13. januar 2005
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Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series

Poon, Ser-Huang (Universith of Manchester)

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Asset Pricing in Discrete Time: A Complete Markets Approach - Oxford Finance Series

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.

160 pages, Illustrations

Media Bøker     Innbunden bok   (Bok med hard rygg og stivt omslag)
Utgitt 13. januar 2005
ISBN13 9780199271443
Utgivere Oxford University Press
Antall sider 152
Mål 149 × 222 × 15 mm   ·   328 g

Se alt med Poon, Ser-Huang (Universith of Manchester) ( f.eks. Innbunden bok )